Multivariate Order Statistics: The Intermediate Case
Statistics Theory
2016-07-21 v1 Statistics Theory
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.
Cite
@article{arxiv.1607.05896,
title = {Multivariate Order Statistics: The Intermediate Case},
author = {Michael Falk and Florian Wisheckel},
journal= {arXiv preprint arXiv:1607.05896},
year = {2016}
}
Comments
10 pages