Some new results on covariances involving order statistics from dependent random variables
type: Item
instance of: scholarly article
title: Some new results on covariances involving order statistics from dependent random variables
zbMATH Open document ID: 0864.62035
author: Wenjin Wang
author: Sanat K. Sarkar
author: Zhidong Bai
published in: Journal of Multivariate Analysis
publication date: 1996-12-08T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62H99
zbMATH DE Number: 955077
zbMATH Keywords: order statistics
zbMATH Keywords: mixed covariances
zbMATH Keywords: dependent random variables
zbMATH Keywords: multivariate \(t\)-distribution
zbMATH Keywords: multivariate \(F\)-distribution
zbMATH Keywords: covariance matrices
zbMATH Keywords: ordered components
zbMATH Keywords: multivariate normal
MaRDI profile type: Publication
full work available at URL: jmva.1996.0067
OpenAlex ID: W2063669505
DOI: 10.1006/JMVA.1996.0067
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description: scientific article; zbMATH DE number 955077