Some results on covariance of function of order statistics
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Publication:1314687
DOI10.1016/0167-7152(94)90141-4zbMath0787.62056MaRDI QIDQ1314687
Publication date: 27 March 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90141-4
62G30: Order statistics; empirical distribution functions
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NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES, Extreme variances of order statistics in dependent samples, Correlations between functions of records can be negative
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