A Problem of Berkson, and Minimum Variance Orderly Estimators
From MaRDI portal
Cited in
(19)- Families of positively dependent random variables
- Positive dependence orderings
- Estimation of parameters in a two-parameter exponential distribution using ranked set sample
- Stochastic comparisons of order statistics and spacings: a review
- Dependence properties of order statistics
- Testing tail monotonicity by constrained copula estimation
- Negative dependence in the balls and bins experiment with applications to order statistics
- Partial orderings of permutations and monotonicity of a rank correlation statistic
- Dependence function for continuous bivariate densities
- Engel's law reconsidered
- Stochastic monotonicity of conditional order statistics in multiple-outlier scale population
- Positive Dependence and Weak Convergence
- On the dependence structure of order statistics
- Influence of a new long-range interaction on the magnetic properties of a 2D Ising layered model by using Monte Carlo method
- Stochastic monotone wing property: a new dependence structure for copulas
- Dependence comparisons of order statistics in the proportional hazards model
- Choosing exogeneity assumptions in potential outcome models
- Tail dependence between order statistics
- On the dependence structure of order statistics and concomitants of order statistics
This page was built for publication: A Problem of Berkson, and Minimum Variance Orderly Estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3259387)
