A sharp bound for the dependence between sets of order statistics is established which gives precise information about the asymptotic independence of order statistics.
@article{1176991791,
author = {Falk, M. and Reiss, R.-D.},
title = {Independence of Order Statistics},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 854-862},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991791}
}
Falk, M.; Reiss, R.-D. Independence of Order Statistics. Ann. Probab., Tome 16 (1988) no. 4, pp. 854-862. http://gdmltest.u-ga.fr/item/1176991791/