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On the rate of convergence to asymptotic independence between order statistics

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  • Hürlimann, Werner

Abstract

Based on a non-parametric criterion of independence derived from a generalized version of the Schweizer-Wolff non-parametric measure of dependence, we calculate rates of convergence to asymptotic independence between the order statistics in a general setting. Three different rates of convergence are obtained, which explain in a comprehensive way earlier results in this area.

Suggested Citation

  • Hürlimann, Werner, 2004. "On the rate of convergence to asymptotic independence between order statistics," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 355-362, February.
    • Handle: RePEc:eee:stapro:v:66:y:2004:i:3:p:355-362
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