Some new results on covariances involving order statistics from dependent random variables (Q1126168)
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scientific article; zbMATH DE number 955077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some new results on covariances involving order statistics from dependent random variables |
scientific article; zbMATH DE number 955077 |
Statements
Some new results on covariances involving order statistics from dependent random variables (English)
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8 December 1996
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order statistics
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mixed covariances
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dependent random variables
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multivariate \(t\)-distribution
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multivariate \(F\)-distribution
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covariance matrices
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ordered components
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multivariate normal
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0.92566824
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0.9241332
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0.9055548
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