A Nonparametric General Criterion of Asymptotic Dependence Between Order Statistics

Faculty Science Year: 2009
Type of Publication: Article Pages: 1960-1968
Authors:
Barakat, H. M
DOI: 10.1080/03610920802689385
Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS TAYLOR \& FRANCIS INC Volume: 38
Research Area: Mathematics ISSN ISI:000269145300003
Keywords : Associated copula of order statistics, Asymptotic dependence between order statistics, Nonparametric measures of dependence    
Abstract:
Based on the notion of the associated copula for order statistics (os's) and the L(infinity)-distance, we derive a symmetric nonparametric measure of asymptotic dependence between the os's. This measure yields a nonparametric criterion of asymptotic dependence between os's under general normalization, such as power normalization.
    
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