Computing the Distribution and Expected Value of the Concomitant Rank-Order Statistics

DOI10.1081/STA-200037944zbMATH Open1087.62025MaRDI QIDQ5290372FDOQ5290372

Authors: H. M. Barakat, Mouhamed A. El-Shandidy 

Publication date: 28 April 2006

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

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zbMATH Keywords

rankingtolerance region

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

Cites Work

• On nonparametric measures of dependence for random variables
• Convergence of sample paths of normalized sums of induced order statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
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• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• The asymptotic theory of concomitants of order statistics
• Distribution and expected value of the rank of a concomitant of an order statistics
• A note on invariance principles for induced order statistics
• Asymptotic properties of bivariate random extremes
• Limit theorems for lower-upper extreme values from two-dimensional distribution function
• On the trivariate extreme value distributions
• A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function

Cited In (7)

• Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
• Concomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distribution
• Rank constrained distribution and moment computations
• Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution
• Asymptotic maxima of folded distributions with application to the multivariate extreme theory
• A General Recurrence Relation for the Moments of Bivariate and Trivariate Order Statistics
• Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures

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