The covariance matrix of normal order statistics
作者:
C. S. Davis,
M. A. Stephens,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1977)
卷期:
Volume 6,
issue 1
页码: 75-81
ISSN:0361-0918
年代: 1977
DOI:10.1080/03610917708812028
出版商: Marcel Dekker, Inc.
关键词: normal distribution;covariance matrix calculations;goodness-of-fit tests;generalized least squares
数据来源: Taylor
摘要:
An approximation is given to calculate V, the covariance matrix for normal order statistics. The approximation gives considerable improvement over previous approximations, and the computing algorithm is available from the authors.
点击下载:
PDF (634KB)
返 回