Estimating the covariance of bivariate order statistics with applications

DOI10.1016/S0167-7152(99)00205-9MaRDI QIDQ1573650zbMATH OpenOpenAlexFDO

Authors Alan D. Hutson

Publication date 2000

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

Full work available at URL https://doi.org/10.1016/s0167-7152(99)00205-9

zbMATH Keywords

bivariate mediansbootstrapconcomitantsorder statisticsquantile function

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Multivariate covariance identities with an application to order statistics
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Cites work

• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• The Exact Bootstrap Mean and Variance of an L-estimator

Cited in

(6)

• Some new results on covariances involving order statistics from dependent random variables
• Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
• Covariances with OWA operators and Bonferroni means
• Simple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order Statistics
• Order Statistics Correlation Coefficient as a Novel Association Measurement With Applications to Biosignal Analysis
• scientific article; zbMATH DE number 6293625 (Why is no real title available?)

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