Correlation Estimation Using Concomitants of Order Statistics from Bivariate Normal Samples

DOI10.1080/03610920802155452zbMath1167.62056OpenAlexW2094412377MaRDI QIDQ3391844

H. N. Nagaraja, Qinying He

Publication date: 13 August 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802155452

zbMATH Keywords

order statisticssimulationasymptotic propertiescorrelation coefficientlinear functionsincomplete bivariate samples

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Correlation estimation in Downton's bivariate exponential distribution using incomplete samples ⋮ Efficient simulation of complete and censored samples from common bivariate exponential distributions ⋮ Confidence intervals for the correlation from a bivariate normal ⋮ Distribution of order statistics from selected subsets of concomitants ⋮ Distribution of concomitants of order statistics and their order statistics

Cites Work

• Linear functions of order statistics with smooth weight functions
• Fisher information in an order statistic and its concomitant
• Linear Estimation in Censored Samples from Multivariate Normal Populations
• A QUICK ESTIMATE OF THE REGRESSION COEFFICIENT
• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• Concomitants and correlation estimates
• Order Statistics
• A Measure Of Association Based On Gin's Mean Difference
• A Class of Statistics with Asymptotically Normal Distribution

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