Correlations between functions of records can be negative

Author:

Nagaraja H.N.,Nevzorov V.B.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference10 articles.

1. A counterexample to a conjecture on order statistics;Li;Statist. Probab. Lett.,1994

2. Variance bound of function of order statistics;Ma;Statist. Probab. Lett.,1992

3. Moments of functions of order statistics;Ma;Statist. Probab. Lett.,1992

4. Record values and related statistics — a review;Nagaraja;Commun. Statist.-Theor. Methods,1988

5. On characterizations based on record values and order statistics;Nagaraja,1995

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1. Characterizations of Univariate Continuous Distributions;Atlantis Studies in Probability and Statistics;2017

2. Extreme Value Distributions;Atlantis Studies in Probability and Statistics;2016

3. Bibliography;Records;2011-10-14

4. Extreme variances of order statistics in dependent samples;Statistics & Probability Letters;2008-09

5. NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES;Probability in the Engineering and Informational Sciences;2007-10

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