Title of article
On multivariate order statistics: Asymptotic theory and computing moments
Author/Authors
BARAKAT, H. M. Zagazig University - Faculty of Science - Department of Mathematics, Egypt , NIGM, E. M. Zagazig University - Faculty of Science - Department of Mathematics, Egypt
From page
113
To page
127
Abstract
In this paper, the exact explicit expression for the distribution function of the multivariate order statistics is derived. The advantage of this expression is its facility when one decides to pass to the limit as the sample size increases. The exact limit forms as well as the conditions by which this limit splits into the product of the limit marginals are obtained. In addition, an analytic bootstrap-type method for estimating the product moments (of any order) of multivariate order statistics is exhibited.
Keywords
Weak convergence , multivariate order statistics , multivariate extremes , cross moments of order statistics , bootstrap estimates.
Journal title
Kuwait Journal of Science
Journal title
Kuwait Journal of Science
Record number
2573450
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