The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics

DOI10.1016/S0167-7152(98)00281-8zbMath0937.62052OpenAlexW2152740775MaRDI QIDQ1962238

Hak-Myung Lee, Marlos A. G. Viana

Publication date: 11 May 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00281-8

zbMATH Keywords

induced orderordered variatespermutation-symmetry

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics

Cites Work

• An invariance principle in regression analysis
• Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
• Moments of Order Statistics from the Equicorrelated Multivariate Normal Distribution
• The asymptotic theory of concomitants of order statistics
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