On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics

H. M. Barakat () and E. M. Nigm
Additional contact information
H. M. Barakat: Zagazig University
E. M. Nigm: Zagazig University

Indian Journal of Pure and Applied Mathematics, 2010, vol. 41, issue 6, 703-714

Abstract: Abstract Based on the notion of the associated copula for order statistics and some L 1-distances, we derive a symmetric nonparametric measure of asymptotic dependence between the order statistics under power normalization. This nonparametric criterion of dependence is extended to the generalized, as well as the dual generalized, order statistics.

Keywords: Nonparametric measures of dependence; power normalization; asymptotic dependence between order statistics; generalized order statistics; dual generalized order statistics (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13226-010-0040-y Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:indpam:v:41:y:2010:i:6:d:10.1007_s13226-010-0040-y

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/13226

DOI: 10.1007/s13226-010-0040-y

Access Statistics for this article

Indian Journal of Pure and Applied Mathematics is currently edited by Nidhi Chandhoke

More articles in Indian Journal of Pure and Applied Mathematics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().