Some results on covariance of function of order statistics

DOI10.1016/0167-7152(94)90141-4zbMath0787.62056OpenAlexW2149346161MaRDI QIDQ1314687

Yongcheng Qi

Publication date: 27 March 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90141-4

zbMATH Keywords

order statisticsexamplesfinite variancenonnegatively correlated

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Related Items (3)

Correlations between functions of records can be negative ⋮ Extreme variances of order statistics in dependent samples ⋮ NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES

Cites Work

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• Variance bound of function of order statistics
• Moments of functions of order statistics
• Association of Random Variables, with Applications

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