Simple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order Statistics

DOI10.1080/03610910802592812zbMath1160.62045OpenAlexW2099499846MaRDI QIDQ3625335

Scott M. Lesch, Barry C. Arnold, Daniel R. Jeske

Publication date: 12 May 2009

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

Full work available at URL: https://doi.org/10.1080/03610910802592812

zbMATH Keywords

recursion relationsmoment approximations\(o\)-BLU estimation

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

Uses Software

• SAS/IML

Cites Work

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• Order Statistics
• A Regression Test for Exponentiality: Censored and Complete Samples
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• Relations Between Moments of Order Statistics
• On Some Useful "Inefficient" Statistics
• On Moments of Order Statistics from the Weibull Distribution