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Volumn 59, Issue 2, 1996, Pages 308-316

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

Author keywords

Dependent random variables; Mixed covariances; Order statistics

Indexed keywords


EID: 16144367491     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0067     Document Type: Article
Times cited : (2)

References (12)
  • 1
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    • Extension of surprising covariances
    • [1] Anderson, C. L. (1993). Extension of surprising covariances. J. Amer. Statist. Assoc. 88 1478.
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 1478
    • Anderson, C.L.1
  • 2
    • 0003222276 scopus 로고
    • Relations, bounds, and approximations for order statistics
    • Springer-Verlag, New York
    • [2] Arnold, B. C., and Balakrishnan, N. (1989). Relations, Bounds, and Approximations for Order Statistics. Lecture Notes in Statistics, Vol. 53. Springer-Verlag, New York.
    • (1989) Lecture Notes in Statistics , vol.53
    • Arnold, B.C.1    Balakrishnan, N.2
  • 3
    • 0011674428 scopus 로고
    • Tables for the moments of gamma order statistics
    • [3] Breiter, M. C., and Krishnaiah, P. R. (1968). Tables for the moments of gamma order statistics. Sankhya Ser. B 30 59-72.
    • (1968) Sankhya Ser. B , vol.30 , pp. 59-72
    • Breiter, M.C.1    Krishnaiah, P.R.2
  • 9
    • 21344459428 scopus 로고
    • Correlation analysis of extreme obervations from a multivariate normal distribution
    • [9] Olkin I., and Viana, M. (1995). Correlation analysis of extreme obervations from a multivariate normal distribution. J. Amer. Statist. Assoc. 91 1373-1379.
    • (1995) J. Amer. Statist. Assoc. , vol.91 , pp. 1373-1379
    • Olkin, I.1    Viana, M.2
  • 10
    • 0000438355 scopus 로고
    • Moments of order statistics from the equicorrelated multivariate normal distribution
    • [10] Owen, D. B., and Steck, G. P. (1962). Moments of order statistics from the equicorrelated multivariate normal distribution. Ann. Math. Statist. 33 1286-1291.
    • (1962) Ann. Math. Statist. , vol.33 , pp. 1286-1291
    • Owen, D.B.1    Steck, G.P.2
  • 11
    • 0000389665 scopus 로고
    • Covariance between variables and their order statistics for multivariate normal variables
    • [11] Rinott, Y., and Samuel-Cahn, E. (1994). Covariance between variables and their order statistics for multivariate normal variables. Statist. Probab. Lett. 21 153-155.
    • (1994) Statist. Probab. Lett. , vol.21 , pp. 153-155
    • Rinott, Y.1    Samuel-Cahn, E.2
  • 12
    • 21144483590 scopus 로고
    • A surprising covariance involving the minimum of multivariate normal variables
    • [12] Siegel, A. F. (1993). A surprising covariance involving the minimum of multivariate normal variables. J. Amer. Statist. Assoc. 88 77-80.
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 77-80
    • Siegel, A.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.