A note on moments of variables summing to normal order statistics

DOI10.1016/0167-7152(93)90252-EMaRDI QIDQ689522zbMATH OpenOpenAlexFDO

Authors Ruiguang Song, James A. Deddens

Publication date 18 January 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90252-e

zbMATH Keywords

correlated casemeansmultivariate normalnormal order statisticsvariance-covariance matrices of concomitant vectors

Mathematics Subject Classification ID

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

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Cites work

• General distribution theory of the concomitants of order statistics
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• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• Moments of variables summing to normal order statistics
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations

Cited in

(11)

• Moments of variables summing to normal order statistics
• The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics
• On multivariate selection scale-mixtures of normal distributions
• scientific article; zbMATH DE number 3951805 (Why is no real title available?)
• Moments of variables summing to gamma order statistics
• On an independent result using order statistics and their concomitant
• Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
• Influence Functions for Sliced Inverse Regression
• Order statistics with multivariate concomitants: stochastic comparisons
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations

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