Abstract
Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension, where the order statistics are taken componentwise.
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Falk, M., Wisheckel, F. Multivariate Order Statistics: the Intermediate Case. Sankhya A 80, 110–120 (2018). https://doi.org/10.1007/s13171-017-0099-1
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DOI: https://doi.org/10.1007/s13171-017-0099-1
Keywords and phrases
- Multivariate order statistics
- Intermediate order statistics
- Copula
- Domain of attraction
- D-norm
- von Mises type conditions
- Asymptotic normality