“Copula Associated to Order Statistics”, 2005-12 (; backlinks; similar):
We exhibit a copula representation of the (r, s)-th bivariate order statistics from an independent sample of size n. We give conditions when such a representation converges weakly to a bivariate Gaussian copula. A recurrence relationship between the density of the order statistics is presented and related Fréchet bounds are given. The usefulness of those results are stressed through examples.
[Keywords: Bivariate binomial, copula, Fréchet bounds, normal asymptotics, order statistics.]
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