Limiting Multivariate Distributions of Intermediate Order Statistics [PDF]
The Annals of Probability, 1985 Let Z(m,n) represent the mth largest (reverse) order statistic in a random sample of size n from a distribution F. Further let \(m=m(n)\) be an intermediate sequence of (n) in the sense that m/n\(\to 0\) and \(m\to \infty\) as \(n\to \infty\).
Bruce Cooil
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The Sampling Distributions of Statistics Derived From the Multivariate t-Distribution [PDF]
Australian Journal of Physics, 1955 The sampling distributions of the more important statistical derivates from the multivariate t-distribution are established.
EA Cornish
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Some Statistical Aspects of the Truncated Multivariate Skew-t Distribution
Mathematics, 2022 The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world data.
Raúl Alejandro Morán-Vásquez +2 more
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Asymptotic Distributions of Multivariate Rank Order Statistics [PDF]
The Annals of Statistics, 1976 By means of a general weak convergence theorem some invariance principles are proven for the multivariate sequential empirical process and for the multivariate rank order process w.r.t. stronger metrics than the generalized Skorohod metric. The underlying random variables are neither assumed to be independent nor to be stationary.
Ludger Rüschendorf
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Limit distributions of upper order statistics for families of multivariate distributions [PDF]
Extremes, 2005 ISSN:1572 ...
Mario V. Wüthrich
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Moments of Order Statistics from the Equicorrelated Multivariate Normal Distribution [PDF]
The Annals of Mathematical Statistics, 1962 Let $Z_1, Z_2, \cdots, Z_n$ be jointly normally distributed random variables with $EZ_i = 0, EZ^2_i = 1, EZ_iZ_j = \rho, i \neq j, -1/(n - 1) \leqq \rho \leqq 1$. Let the collection of random variables $\{Z_i\}$ be ordered so that $Z^{(1)} \geqq Z^{(2)} \geqq \cdots \geqq Z^{(n)}$.
D. B. Owen, G.P. Steck
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The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics [PDF]
The Annals of Mathematical Statistics, 1946 Not ...
T. W. Anderson
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Corrections: Asymptotic Distributions of Multivariate Rank Order Statistics [PDF]
The Annals of Statistics, 1982 Ludger Rüschendorf
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DISTRIBUTIONS OF CERTAIN TEST STATISTICS IN MULTIVARIATE REGRESSION
, 1980 This thesis is principally concerned with test criteria for testing different hypotheses for the multivariate regression. In this preface a brief summary of each of the succeeding chapters is given. In Chapter 1 the problem of testing the equality of two population multiple correlation coefficients in identical regression experiments has been studied ...
ΔΗΜΗΤΡΙΟΣ ΚΟΥΤΣΟΥΡΙΔΗΣ
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Asymptotic distributions of multivariate intermediate order statistics
Теория вероятностей и ее применения, 1996 Shi Hong Cheng +5 more
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