Correlations between functions of records can be negative

DOI10.1016/0167-7152(95)00161-1MaRDI QIDQ1126088zbMATH OpenOpenAlexFDO

Authors H. N. Nagaraja, V. B. Nevzorov

Publication date 8 December 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00161-1

zbMATH Keywords

covarianceorder statisticsinequalitiescontinuous parent distributiondiscrete parentLaguerre orthogonal polynomialssuccessive record values

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Relations for product moments and covariances of kth records from discrete distributions
• NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES
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Cites work

• scientific article; zbMATH DE number 3137533 (Why is no real title available?)
• A characterization of exponential distributions by correlations between records
• A counterexample to a conjecture on order statistics
• An extremal property of rectangular distributions
• Moments of functions of order statistics
• On characterizations based on record values and order statistics
• Records
• Some results on covariance of function of order statistics
• Variance bound of function of order statistics

Cited in

(4)

• NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES
• An upper bound for the correlation ratio of records.
• Extreme variances of order statistics in dependent samples
• Dependence structure of generalized order statistics

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