A note on moments of variables summing to normal order statistics

DOI10.1016/0167-7152(93)90252-EzbMath0779.62046OpenAlexW2069589258MaRDI QIDQ689522

Ruiguang Song, James A. Deddens

Publication date: 18 January 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90252-e

zbMATH Keywords

meansmultivariate normalcorrelated casenormal order statisticsvariance-covariance matrices of concomitant vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors ⋮ On multivariate selection scale-mixtures of normal distributions ⋮ Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations ⋮ Order statistics with multivariate concomitants: stochastic comparisons ⋮ Influence Functions for Sliced Inverse Regression

Cites Work

• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
• Moments of variables summing to normal order statistics
• General distribution theory of the concomitants of order statistics
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