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Limit results for concomitants of order statistics

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  • N. Balakrishnan
  • Alexei Stepanov

Abstract

In this paper, we discuss the concomitants of order statistics. We study asymptotic properties of the concomitants of largest order statistics and we pay special attention to strong limit results. The strong limit results of this work are derived by applying the Borel–Cantelli lemma and some of its recent generalizations. The theoretical results of this paper are illustrated with examples. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • N. Balakrishnan & Alexei Stepanov, 2015. "Limit results for concomitants of order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(4), pages 385-397, May.
    • Handle: RePEc:spr:metrik:v:78:y:2015:i:4:p:385-397
    DOI: 10.1007/s00184-014-0508-6
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    References listed on IDEAS

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    1. Bairamov, I. & Stepanov, A., 2010. "Numbers of near-maxima for the bivariate case," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 196-205, February.
    2. Bairamov, I. & Stepanov, A., 2011. "Numbers of near bivariate record-concomitant observations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 908-917, May.
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