scientific article; zbMATH DE number 572294

MaRDI QIDQ4294329zbMATH OpenFDO

Authors M. F. Driscoll

Publication date 28 June 1994

zbMATH Keywords

covariance matricescovariance structureelliptically contoured distributionsgeneralized intraclass matricesorder equi-probableorder statisticsorder-preserving matricesorthogonal decompositions

Mathematics Subject Classification ID

Distribution theory (60E99) Order statistics; empirical distribution functions (62G30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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