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ON THE RATE OF CONVERGENCE TO ASYMPTOTIC INDEPENDENCE BETWEEN ORDER STATISTICS UNDER POWER NORMALIZATION WITH EXTENSION TO THE GENERALIZED ORDER STATISTICS
Faculty
Science
Year:
2010
Type of Publication:
Article
Pages:
703-714
Authors:
Barakat, H. M, Nigm, E. M
DOI:
10.1007/s13226-010-0040-y
Journal:
INDIAN JOURNAL OF PURE \& APPLIED MATHEMATICS SCIENTIFIC PUBL-INDIA
Volume:
41
Research Area:
Mathematics
ISSN
ISI:000286696200001
Keywords :
Nonparametric measures of dependence, power normalization, asymptotic dependence between order statistics, generalized order statistics, dual generalized order statistics
Abstract:
Based on the notion of the associated copula for order statistics and some L(1) -distances, we derive a symmetric nonparametric measure of asymptotic dependence between the order statistics under power normalization. This nonparametric criterion of dependence is extended to the generalized, as well as the dual generalized, order statistics.
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