Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution

DOI10.1080/03610910802244059zbMath1153.62326OpenAlexW2144700552MaRDI QIDQ3543696

Mir Nabi Pirouzi Fard, Björn Holmquist

Publication date: 4 December 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802244059

zbMATH Keywords

order statisticsextreme value distributionvariances and covariances for order statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Unnamed Item ⋮ Probability plots and order statistics of the standard extreme value distribution

Cites Work

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• Order statistics from extreme value distribution, i: tables of means, variances and covariances
• Order Statistics
• The Moments of Log-Weibull Order Statistics
• On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution

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