Algorithm AS 128: Approximating the Covariance Matrix of Normal Order Statistics

DOI10.2307/2346958zbMath0438.62040OpenAlexW2796997051MaRDI QIDQ3880103

Charles S. Davis, Michael A. Stephens

Publication date: 1978

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346958

zbMATH Keywords

algorithm AS 128approximating covariance matrix of normal order statistics

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Omnibus test of normality using the Q statistic ⋮ A novel method for testing normality in a mixed model of a nested classification ⋮ AS 128 ⋮ An identity for the moments of normal order statistics with applications

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