Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom

DOI10.1080/03610919208813025zbMath0850.62177OpenAlexW2020952890MaRDI QIDQ4019319

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1080/03610919208813025

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Numerical solutions to stochastic differential and integral equations (65C30) Statistical tables (62Q05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (10)

ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS ⋮ Unnamed Item ⋮ Families of distributions arising from distributions of order statistics ⋮ Robust ratio and product based estimators using known auxiliary information through modified maximum likelihood ⋮ The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution ⋮ Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions ⋮ Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions ⋮ A robust alternative to the ratio estimator under non-normality ⋮ A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling ⋮ Estimating parameters in autoregressive models in non-normal situations: symmetric innovations

This page was built for publication: Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom