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Limit results for concomitants of order statistics

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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.

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Acknowledgments

The authors are grateful to the Referee for kind and professional remarks. The second author’s work is done within the scientific task N 2014/60/2077 “Mathematical Theory of Extreme Values” financed from the federal budget by the ministry of education of Russian Federation.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, ON, L8S 4K1, Canada

    N. Balakrishnan

  2. Immanuel Kant Baltic Federal University, A. Nevskogo 14, Kaliningrad, 236041, Russia

    Alexei Stepanov

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  1. N. Balakrishnan
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  2. Alexei Stepanov
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Correspondence to Alexei Stepanov.

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Balakrishnan, N., Stepanov, A. Limit results for concomitants of order statistics. Metrika 78, 385–397 (2015). https://doi.org/10.1007/s00184-014-0508-6

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  • DOI: https://doi.org/10.1007/s00184-014-0508-6

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