๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Tail dependence between order statistics

โœ Scribed by Helena Ferreira; Marta Ferreira


Book ID
113726700
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
318 KB
Volume
105
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Bivariate Dependence Properties of Order
โœ Philip J. Boland; Myles Hollander; Kumar Joag-Dev; Subhash Kochar ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 327 KB

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