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Estimating the covariance of bivariate order statistics with applications

✍ Scribed by Alan D. Hutson

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
124 KB
Volume
48
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this note we develop a new analytic bootstrap-type method for estimating the covariance between the bivariate order statistics Xr:n and Ys:n. Correlation and regression estimators follow straightforward from this result. An easy-to-use method for calculating the nonparametric percentile conΓΏdence regions for bivariate quantiles is developed and illustrated using biological data. A speciΓΏc case of interest is the application to bivariate medians, i.e., correlated marginal medians.

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