Correlation Estimation Using Concomitants of Order Statistics from Bivariate Normal Samples

DOI10.1080/03610920802155452zbMATH Open1167.62056OpenAlexW2094412377MaRDI QIDQ3391844FDOQ3391844

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

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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)

Cites Work

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

Cited In (13)

• Distribution of concomitants of order statistics and their order statistics
• Distribution of order statistics from selected subsets of concomitants
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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.
• Title not available (Why is that?)
• Order Statistics Correlation Coefficient as a Novel Association Measurement With Applications to Biosignal Analysis
• Correlation estimation in Downton's bivariate exponential distribution using incomplete samples

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