𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Covariances of symmetric statistics

✍ Scribed by Richard A Vitale


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
632 KB
Volume
41
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Covariance of weibull order statistics
✍ Robert H. Lochner; A. P. Basu; Margaret Diponzio πŸ“‚ Article πŸ“… 1974 πŸ› John Wiley and Sons 🌐 English βš– 230 KB
Some New Results on Covariances Involvin
✍ Wenjin Wang; Sanat K. Sarkar; Zhidong Bai πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 322 KB

Formulas for covariance matrix between a random vector and its ordered components are derived for different distributions including multivariate normal, t, and F. The present formulas and related results obtained here lead to some known results in the literature as special cases.

Estimation of proportional covariances
✍ SΓΈren Tolver Jensen; SΓΈren Johansen πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 170 KB