Correlation Estimation Using Concomitants of Order Statistics from Bivariate Normal Samples

DOI10.1080/03610920802155452MaRDI QIDQ3391844zbMATH OpenOpenAlexFDO

Authors Qinying He, H. N. Nagaraja

Publication date 13 August 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802155452

zbMATH Keywords

asymptotic propertiessimulationorder statisticslinear functionscorrelation coefficientincomplete bivariate samples

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• A Measure Of Association Based On Gin's Mean Difference
• A QUICK ESTIMATE OF THE REGRESSION COEFFICIENT
• Concomitants and correlation estimates
• Fisher information in an order statistic and its concomitant
• Linear Estimation in Censored Samples from Multivariate Normal Populations
• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• Linear functions of order statistics with smooth weight functions
• Order Statistics

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(13)

• Distribution of concomitants of order statistics and their order statistics
• Distribution of order statistics from selected subsets of concomitants
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• Efficient simulation of complete and censored samples from common bivariate exponential distributions
• Confidence intervals for the correlation from a bivariate normal
• Estimating the covariance of bivariate order statistics with applications
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis
• Statistical methods for the bilateral correlated data
• Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
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• Order Statistics Correlation Coefficient as a Novel Association Measurement With Applications to Biosignal Analysis
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