Asymptotic independence of bivariate order statistics

DOI10.1016/J.SPL.2017.01.020MaRDI QIDQ2407768zbMATH OpenOpenAlexFDO

Authors Michael Falk, Florian Wisheckel

Publication date 6 October 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.09108

zbMATH Keywords

asymptotic independencecopulaintermediate order statisticsmultivariate order statistics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Abstract: It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases. We extend this result to bivariate random variables, where the os are taken componentwise. An explicit representation of the conditional distribution of bivariate os turns out to be a powerful tool.

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Cites work

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• scientific article; zbMATH DE number 193528 (Why is no real title available?)
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Cited in

(7)

• Bivariate CDF iterations and asymptotic independence
• Comments on the rate of convergence to asymptotic independence between order statistics
• A Nonparametric General Criterion of Asymptotic Dependence Between Order Statistics
• A note on the covergence of bivariate extreme order statistics
• Limit theorems for univariate and bivariate order statistics with variable ranks
• The asymptotic distribution theory of bivariate order statistics
• Two-stage receiver operating-characteristic curve estimator for cohort studies

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