Algorithms to Computer Order Statistic Distributions

DOI10.1137/0908071zbMath0635.62015OpenAlexW1993328031MaRDI QIDQ3774707

Charles G. Jun. Boncelet

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908071

zbMATH Keywords

Fast recursive algorithmsdiscrete order statisticsdistributions of order statisticsfirst order Markov random variablesmoments of L-estimatesmoments of linear estimators

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

On recurrence relations for order statistics ⋮ Computing distributions of order statistics

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