Multivariate Order Statistics: the Intermediate Case

Michael Falk () and Florian Wisheckel ()
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Michael Falk: University of Würzburg
Florian Wisheckel: University of Würzburg

Sankhya A: The Indian Journal of Statistics, 2018, vol. 80, issue 1, No 5, 110-120

Abstract: 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.

Keywords: Multivariate order statistics; Intermediate order statistics; Copula; Domain of attraction; D-norm; von Mises type conditions; Asymptotic normality; Primary 62G30; Secondary 62H10 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s13171-017-0099-1

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