Correlations between functions of records can be negative

DOI10.1016/0167-7152(95)00161-1zbMath0865.62034OpenAlexW1980020163MaRDI QIDQ1126088

H. N. Nagaraja, Valeriĭ Borisovich Nevzorov

Publication date: 8 December 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00161-1

zbMATH Keywords

inequalitiesorder statisticscovariancecontinuous parent distributiondiscrete parentLaguerre orthogonal polynomialssuccessive record values

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Extreme variances of order statistics in dependent samples ⋮ NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES ⋮ An upper bound for the correlation ratio of records. ⋮ Dependence structure of generalized order statistics

Cites Work

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• An extremal property of rectangular distributions
• Variance bound of function of order statistics
• Moments of functions of order statistics
• Some results on covariance of function of order statistics
• A counterexample to a conjecture on order statistics
• A characterization of exponential distributions by correlations between records
• On characterizations based on record values and order statistics
• Records

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