ON LIMITING JOINT DISTRIBUTIONS OF ORDER STATISTICS WITH VARIABLE RANKS FROM STATIONARY SEQUENCES

X Wang · 1992

Let{X_n} be a stationary sequence and X_1~(n)≤…≤X_n~(n) the order statistics of X_1, …, X_n. In this paper. We obtained a natural dependence restriction under which the limiting distributions of {(X_(kn(1))~(n), X_(n-kn(2)+1)~(n)} are determined where {k_n(r)}, r=1, 2 are two variable rank sequences In particular, the results for some special rank sequences {k_n(r)}, r=1, 2 satisfying k_n(r)/n→λ(r)∈[0, 1), r=1, 2 are also obtained.

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