Expectations of the maximum of sums and the sum of maxima for correlated normal variables

DOI10.1080/03610919508813272zbMath0850.62759OpenAlexW2061486009MaRDI QIDQ4859873

Gaoxiong Gan, Lee J. Bain

Publication date: 15 January 1996

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

Full work available at URL: https://doi.org/10.1080/03610919508813272

Mathematics Subject Classification ID

Survival analysis and censored data (62N99)

Cites Work

• Comparision of expectations of the extreme of sums and the sum of extremes from gamma distributions

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