Article

Title: Multivariate Order Statistics: the Intermediate Case

Author(s): Michael Falk and Florian Wisheckel
Issue: Volume 80 Series A Part 1 Year 2018
Pages: 110 -- 120
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.
AMS (2000) subject classification. Primary 62G30, Secondary 62H10.
Keywords and phrases: Multivariate order statistics, Intermediate order statistics, Copula, Domain of attraction, D-norm, von Mises type conditions, Asymptotic normality
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