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Multivariate Order Statistics: the Intermediate Case

Author

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  • Michael Falk

    (University of Würzburg)

  • Florian Wisheckel

    (University of Würzburg)

Abstract

Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.

Suggested Citation

  • Michael Falk & Florian Wisheckel, 2018. "Multivariate Order Statistics: the Intermediate Case," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 110-120, February.
    • Handle: RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-017-0099-1
    DOI: 10.1007/s13171-017-0099-1
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    References listed on IDEAS

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    1. H. Barakat, 2001. "The Asymptotic Distribution Theory of Bivariate Order Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 487-497, September.
    2. Charpentier, Arthur & Segers, Johan, 2009. "Tails of multivariate Archimedean copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1521-1537, August.
    3. Michael Falk, 1989. "A note on uniform asymptotic normality of intermediate order statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 19-29, March.
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