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

DOI10.2307/2346958MaRDI QIDQ3880103zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(6)

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

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