IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v80y2010i7-8p534-539.html
   My bibliography  Save this article

Distribution of extremal order statistics from large subsets of concomitants

Author

Listed:
  • Wang, Ke
  • Nagaraja, H.N.

Abstract

From a random sample of size n from an absolutely continuous bivariate population (X,Y) we consider two complementary (upper and lower) subsets of Y-values formed by a sorting on the basis of the corresponding X-values. We derive the finite-sample and asymptotic joint distributions of the extreme order statistics of these Y subsets assuming that the subset sizes remain proportional to n as n-->[infinity]. We illustrate the use of our results with the bivariate normal example and provide an approximation to the probability of an event of interest in selection problems.

Suggested Citation

  • Wang, Ke & Nagaraja, H.N., 2010. "Distribution of extremal order statistics from large subsets of concomitants," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 534-539, April.
  • Handle: RePEc:eee:stapro:v:80:y:2010:i:7-8:p:534-539
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00457-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kaufmann, E. & Reiss, R. -D., 1992. "On conditional distributions of nearest neighbors," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 67-76, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bugni, Federico A. & Canay, Ivan A., 2021. "Testing continuity of a density via g-order statistics in the regression discontinuity design," Journal of Econometrics, Elsevier, vol. 221(1), pages 138-159.
    2. Arnold, Barry C. & Castillo, Enrique & Sarabia, Jos Mara, 2009. "Multivariate order statistics via multivariate concomitants," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 946-951, May.
    3. Díaz, Mateo & Quiroz, Adolfo J. & Velasco, Mauricio, 2019. "Local angles and dimension estimation from data on manifolds," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 229-247.
    4. Qinying He & H. Nagaraja & Chunjie Wu, 2013. "Efficient simulation of complete and censored samples from common bivariate exponential distributions," Computational Statistics, Springer, vol. 28(6), pages 2479-2494, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:80:y:2010:i:7-8:p:534-539. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.