Asymptotic Independence of Bivariate Order Statistics
Statistics Theory
2017-02-01 v1 Statistics Theory
Abstract
It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases. We extend this result to bivariate random variables, where the os are taken componentwise. An explicit representation of the conditional distribution of bivariate os turns out to be a powerful tool.
Keywords
Cite
@article{arxiv.1701.09108,
title = {Asymptotic Independence of Bivariate Order Statistics},
author = {Michael Falk and Florian Wisheckel},
journal= {arXiv preprint arXiv:1701.09108},
year = {2017}
}
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12 pages