Some new results on covariances involving order statistics from dependent random variables
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Publication:1126168
DOI10.1006/jmva.1996.0067zbMath0864.62035MaRDI 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 statistics; dependent random variables; multivariate \(t\)-distribution; multivariate normal; covariance matrices; mixed covariances; multivariate \(F\)-distribution; ordered components
62H10: Multivariate distribution of statistics
62H99: Multivariate analysis
62G30: Order statistics; empirical distribution functions
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