On the rate of convergence to asymptotic independence between order statistics

Werner Hürlimann

Statistics & Probability Letters, 2004, vol. 66, issue 3, 355-362

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.

Keywords: Order; statistics; Asymptotic; independence; Copula; Schweizer-Wolff; measure (search for similar items in EconPapers)
Date: 2004
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