Some new results on covariances involving order statistics from dependent random variables

被引：1

作者：

Wang, WJ

Sarkar, SK

Bai, ZD

机构：

[1] TEMPLE UNIV,PHILADELPHIA,PA 19122

[2] NATL SUN YAT SEN UNIV,KAOHSIUNG 80424,TAIWAN

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1996年 / 59卷 / 02期

关键词：

order statistics; mixed covariances; dependent random variables;

D O I：

10.1006/jmva.1996.0067

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Formulas for covariance matrix between a random vector and its ordered components are derived for different distributions including multivariate normal, t, and F. The present formulas and related results obtained here lead to some known results in the literature as special cases. (C) 1996 Academic Press, Inc.

引用

页码：308 / 316

页数：9

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