Some new results on covariances involving order statistics from dependent random variables
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Publication:1126168
DOI10.1006/jmva.1996.0067zbMath0864.62035OpenAlexW2063669505MaRDI QIDQ1126168
Wenjin Wang, Sanat Kumar Sarkar, Zhi-Dong Bai
Publication date: 8 December 1996
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0067
order statisticsdependent random variablesmultivariate \(t\)-distributionmultivariate normalcovariance matricesmixed covariancesmultivariate \(F\)-distributionordered components
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Order statistics; empirical distribution functions (62G30)
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