Abstract | ||
---|---|---|
Let X@?"1,...,X@?"n denote a set of n independent identically distributed k-dimensional absolutely continuous random variables. A general class of complete orderings of such random vectors is supplied by viewing them as concomitants of an auxiliary random variable. The resulting definitions of multivariate order statistics subsume and extend orderings that have been previously proposed such as norm ordering and N-conditional ordering. Analogous concepts of multivariate record values and multivariate generalized order statistics are also described. |
Year | DOI | Venue |
---|---|---|
2009 | 10.1016/j.jmva.2008.09.011 | J. Multivariate Analysis |
Keywords | Field | DocType |
multivariate record value,complete ordering,multivariate order statistics subsume,continuous random variable,general class,n independent identically,generalized order statistics,multivariate order statistic,multivariate generalized order statistic,multivariate concomitant,60e05,analogous concept,60g30,progressive censoring,norm ordering,random vector,jones constructions,auxiliary random variable,n -conditional ordering,order statistic,n,random variable,absolute continuity | Multivariate t-distribution,Econometrics,Multivariate analysis of variance,Random variable,Conditional probability distribution,Multivariate statistics,Multivariate random variable,Statistics,Multivariate analysis,Order statistic,Mathematics | Journal |
Volume | Issue | ISSN |
100 | 5 | Journal of Multivariate Analysis |
Citations | PageRank | References |
1 | 0.53 | 0 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Barry C. Arnold | 1 | 7 | 4.97 |
Enrique Castillo | 2 | 555 | 59.86 |
José María Sarabia | 3 | 36 | 7.61 |