On the distribution of the extremes of unequally correlated normal variables with applications to antedependent cluster data

DOI10.1023/A:1003810208881zbMath0958.62015OpenAlexW2022275744MaRDI QIDQ1807961

Krishna K. Saha, Brajendra Chandra Sutradhar

Publication date: 4 April 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003810208881

zbMATH Keywords

order statistics tail probabilities multivariate normal distribution approximate distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

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