Concomitants of order statistics for dependent samples

Ke Wang and H.N. Nagaraja

Statistics & Probability Letters, 2009, vol. 79, issue 4, 553-558

Abstract: We study the distributions of Y-concomitants of the X-order statistics for a special dependent sample (Xi,Yi), i=1,...,n. The dependence among the sample is due to the Xi's, which are assumed to be distributed as equally-correlated multivariate normal. The finite-sample and asymptotic distributions of concomitants are derived under this setup.

Date: 2009
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