Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution

DOI10.2307/2291528zbMath0868.62050OpenAlexW4248365037MaRDI QIDQ3128755

Marlos A. G. Viana, Ingram Olkin

Publication date: 11 August 1997

Full work available at URL: https://doi.org/10.2307/2291528

zbMATH Keywords

covariance matrixnonnormalityelliptically contoured distributionsbivariate caseregression with order statisticsvisual acuity model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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