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Multivariate Order Statistics: the Intermediate Case

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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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Authors and Affiliations

  1. Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany

    Michael Falk & Florian Wisheckel

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  1. Michael Falk
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  2. Florian Wisheckel
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Correspondence to Florian Wisheckel.

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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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