Multivariate Order Statistics: The Intermediate Case

2016/07/20 by Falk, Michael, Wisheckel, Florian
#62G30 (Primary) #62H10 (Secondary) #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1607.05896

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.

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