Concomitants of order statistics for dependent samples

We study the distributions of YY-concomitants of the XX-order statistics for a special dependent sample (Xi,Yi)(Xi,Yi), i=1,…,ni=1,…,n. The dependence among the sample is due to the XiXi’s, which are assumed to be distributed as equally-correlated multivariate normal. The finite-sample and asymptotic distributions of concomitants are derived under this setup.