Journal article
Limit results for concomitants of order statistics
Abstract
In this paper, we discuss the concomitants of order statistics. We study asymptotic properties of the concomitants of largest order statistics and we pay special attention to strong limit results. The strong limit results of this work are derived by applying the Borel–Cantelli lemma and some of its recent generalizations. The theoretical results of this paper are illustrated with examples.
Authors
Balakrishnan N; Stepanov A
Journal
Metrika, Vol. 78, No. 4, pp. 385–397
Publisher
Springer Nature
Publication Date
May 2015
DOI
10.1007/s00184-014-0508-6
ISSN
0026-1335