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On the rate at which the sample extremes become independent. (English) Zbl 0605.62046

It is well-known that the sample extremes become independent if the sample size increases. In this paper upper bounds for the rate at which the extremes become independent are established which are sharp if the underlying distribution function is continuous.
Reviewer: R.-D.Reiß

MSC:

62G30 Order statistics; empirical distribution functions
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