Correlations between functions of records can be negative

DOI10.1016/0167-7152(95)00161-1zbMath0865.62034MaRDI QIDQ1126088

H. N. Nagaraja, Valeriĭ Borisovich 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

inequalities; order statistics; covariance; continuous parent distribution; discrete parent; Laguerre orthogonal polynomials; successive record values

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62G30: Order statistics; empirical distribution functions

Related Items

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

Cites Work

• An extremal property of rectangular distributions
• Variance bound of function of order statistics
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• Some results on covariance of function of order statistics
• A counterexample to a conjecture on order statistics
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• On characterizations based on record values and order statistics
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• Unnamed Item