We investigate the almost sure stability of intermediate order statistics of a sample from a multivariate distribution. It is shown that the ordering of the multivariate sample based on an increasing family of conditional quantile surfaces enables us to use a univariate approach. In the univariate c
Limiting properties of order statistics
β Scribed by E. A. Efimova
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 556 KB
- Volume
- 53
- Category
- Article
- ISSN
- 1573-8795
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The connection between extreme values and record-low values is exploited to derive simply the limiting joint distribution of the r largest order statistics. The use of this distribution in the modelling of corrosion phenomena is considered, and the extrapolation of maxima in space and time is descri
If X 1 , ..., X n are random variables we denote by X (1) X (2) ... X (n) their respective order statistics. In the case where the random variables are independent and identically distributed, one may demonstrate very strong notions of dependence between any two order statistics X (i) and X ( j) . I