The asymptotic distribution theory of bivariate order statistics

被引：13
|
作者：
Barakat, HM [1 ]
机构：
[1] Zagazig Univ, Fac Sci, Dept Math, Zagazig, Egypt
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2001年 / 53卷 / 03期
关键词：
bivariate order statistics; exceedance of level; increasing rank;
D O I：
10.1023/A:1014660811052
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：487 / 497
页数：11
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