| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154438 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
We study the distributions of YY-concomitants of the XX-order statistics for a special dependent sample (Xi,Yi)(Xi,Yi), i=1,…,ni=1,…,n. The dependence among the sample is due to the XiXi’s, which are assumed to be distributed as equally-correlated multivariate normal. The finite-sample and asymptotic distributions of concomitants are derived under this setup.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ke Wang, H.N. Nagaraja,