Concomitants of Extreme Order Statistics

H. A. David
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H. A. David: Iowa State University

A chapter in Extreme Value Theory and Applications, 1994, pp 211-224 from Springer

Abstract: Abstract Suppose the independent pairs of variates (Xi, Yi), i = l,…,n, are ordered by the Xi. Then the Y-variate paired with the r-th order statistic Xr:n is called the concomitant of Xr:n and denoted by Y[r:n]. This paper treats the asymptotic distribution theory of concomitants when r or n-r remains fixed as n→∞. The special case of a linear regression linking X and Y is examined in detail and a theorem of Galambos (1978) is generalized. Results on the joint distribution of concomitants of extremes are reviewed and some applications are indicated.

Keywords: Order Statistic; Joint Distribution; Weibull Distribution; Lebesgue Dominate Convergence Theorem; Independent Pair (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3638-9_13

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DOI: 10.1007/978-1-4613-3638-9_13

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