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The asymptotic distribution theory of bivariate order statistics
Faculty
Not Specified
Year:
2001
Type of Publication:
Article
Pages:
487-497
Authors:
BARAKAT, HM
DOI:
10.1023/A:1014660811052
Journal:
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS KLUWER ACADEMIC PUBL
Volume:
53
Research Area:
Mathematics
ISSN
ISI:000172037200005
Keywords :
bivariate order statistics, exceedance of level, increasing rank
Abstract:
In this paper the limit distribution function (d.f.) of general bivariate order statistics (o.s.) (extreme, intermediate and central) is studied by the notion of the exceedances of levels and characteristic function (c.f.) technique. The advantage of this approach is to give a simple and unified method to derive the limit d.f. of any bivariate o.s. The conditions under which the limit d.f. splits into the product of the limit marginals are obtained. Some illustrative examples are given.
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