Asymptotic Independence of Bivariate Order Statistics

Michael Falk; Florian Wisheckel

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arXiv · 1701.09108

Asymptotic Independence of Bivariate Order Statistics

Michael Falk·Florian Wisheckel

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Abstract

It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases. We extend this result to bivariate random variables, where the os are taken componentwise. An explicit representation of the conditional distribution of bivariate os turns out to be a powerful tool.

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Michael Falk, Florian Wisheckel. 2017-01-31. Asymptotic Independence of Bivariate Order Statistics. https://arxiv.org/abs/1701.09108

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