Covariance between variables and their order statistics for multivariate normal variables
type: Item
instance of: scholarly article
title: Covariance between variables and their order statistics for multivariate normal variables
zbMATH Open document ID: 0803.62041
DOI: 10.1016/0167-7152(94)90223-2
author: Yosef Rinott
author: Ester Samuel-Cahn
published in: Statistics \& Probability Letters
publication date: 1994-11-06T00:00:00Z
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 681889
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: order statistic
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90223-2
OpenAlex ID: W2013359665
cites work: Characterization of Normal and Generalized Truncated Normal Distributions Using Order Statistics
cites work: Q5615180
cites work: Q4315010
cites work: A Surprising Covariance Involving the Minimum of Multivariate Normal Variables
description: scientific article; zbMATH DE number 681889