On the rate at which the sample extremes become independent

DOI10.1214/AOP/1176992374MaRDI QIDQ1083797zbMATH OpenOpenAlexFDO

Authors Michael Falk, W. Kohne

Publication date 1986

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992374

zbMATH Keywords

asymptotic expansionextreme order statisticsextreme value distributionindependencesample extremesupper bounds

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Review text

It is well-known that the sample extremes become independent if the sample size increases. In this paper upper bounds for the rate at which the extremes become independent are established which are sharp if the underlying distribution function is continuous.

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Cited in

(3)

• Uniform convergence of sums of order statistics to stable laws
• Asymptotic independence of bivariate order statistics
• Efficient nonparametric estimation for skewed distributions

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