Joint distribution of maxima of concomitants of subsets of order statistics

Joshi, S.N.; Nagaraja, H.N.

Bernoulli, Tome 1 (1995) no. 3, p. 245-255 / Harvested from Project Euclid

Résumé

Let (X_i:n, Y_[i:n]), 1≤i≤n, denote the n pairs obtained by ordering a random sample of size n from an absolutely continuous bivariate population on the basis of X sample values. Here Y_[i:n] is called the concomitant of the ith order statistic. For 1≤k≤n, let V₁=max{{Y_[n-k+1:n],...,Y_[n:n]} and V₂=max{Y_[1:n],...,Y_[n-k:n]}. In this paper, we discuss the finite-sample and asymptotic joint distribution of (V₁,V₂). The asymptotic results are obtained when k=[np], 01 is close to Y_n:n, the maximum of the values of Y in the sample.

Publié le : 1995-09-14
Classification: bivariate normal distribution, concomitants of order statistics, convergence in distribution, extreme values maximum

@article{1193667817,
     author = {Joshi, S.N. and Nagaraja, H.N.},
     title = {Joint distribution of maxima of concomitants of subsets of order statistics},
     journal = {Bernoulli},
     volume = {1},
     number = {3},
     year = {1995},
     pages = { 245-255},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1193667817}
}

Joshi, S.N.; Nagaraja, H.N. Joint distribution of maxima of concomitants of subsets of order statistics. Bernoulli, Tome 1 (1995) no. 3, pp.  245-255. http://gdmltest.u-ga.fr/item/1193667817/