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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 14, Fasc. 1,
pages 143 - 155
 

U -FUNCTIONS OF CONCOMITANTS OF ORDER STATISTICS

Winfried Stute

Abstract: Let (X ,Y),
  i  i 1 < i < n, be i.i.d. R1+d1 -valued random vectors. Denote by Y
 [i:n]  the Y -value associated with the i -th order statistic X   .
  i:n Concomitants of order statistics may be used to exhibit special features of the dependence structure between X
  i  and Y .
  i We prove various distributional limit theorems for so-called U -functions (of degree two) of concomitants. The method of proof is based on a new conditional projection lemma.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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