Some new results on covariances involving order statistics from dependent random variables (Q1126168): Difference between revisions

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Revision as of 03:18, 5 March 2024

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Some new results on covariances involving order statistics from dependent random variables
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    Some new results on covariances involving order statistics from dependent random variables (English)
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    8 December 1996
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    order statistics
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    mixed covariances
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    dependent random variables
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    multivariate \(t\)-distribution
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    multivariate \(F\)-distribution
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    covariance matrices
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    ordered components
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    multivariate normal
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