A Problem of Berkson, and Minimum Variance Orderly Estimators
From MaRDI portal
Publication:3259387
DOI10.1214/AOMS/1177706637zbMATH Open0086.35601OpenAlexW1979235581MaRDI QIDQ3259387FDOQ3259387
Authors: John W. Tukey 
Publication date: 1958
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177706637
Cited In (16)
- On the dependence structure of order statistics
- Testing tail monotonicity by constrained copula estimation
- Stochastic monotonicity of conditional order statistics in multiple-outlier scale population
- Positive Dependence and Weak Convergence
- Tail dependence between order statistics
- Estimation of parameters in a two-parameter exponential distribution using ranked set sample
- Engel's law reconsidered
- On the dependence structure of order statistics and concomitants of order statistics
- Dependence function for continuous bivariate densities
- Positive dependence orderings
- Partial orderings of permutations and monotonicity of a rank correlation statistic
- Dependence properties of order statistics
- Negative dependence in the balls and bins experiment with applications to order statistics
- Families of positively dependent random variables
- Stochastic comparisons of order statistics and spacings: a review
- Influence of a new long-range interaction on the magnetic properties of a 2D Ising layered model by using Monte Carlo method
This page was built for publication: A Problem of Berkson, and Minimum Variance Orderly Estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3259387)
