Independence of order statistics. (English) Zbl 0637.62046

Falk, M.; Reiss, R.-D.

Ann. Probab. 16, No. 2, 854-862 (1988).

Summary: A sharp bound for the dependence between sets of order statistics is established which gives precise information about the asymptotic independence of order statistics.

MSC:

62G30	Order statistics; empirical distribution functions
62E20	Asymptotic distribution theory in statistics

Keywords:

uniform distribution; conditional expectation; asymptotic expansion; sharp bound; dependence between sets of order statistics; asymptotic independence of order statistics