Multivariate order statistics via multivariate concomitants

被引：17

作者：

Arnold, Barry C. ^{[1
]}

Castillo, Enrique ^{[2
,3
]}

Maria Sarabia, Jose ^{[4
]}

机构：

[1] Univ Calif Riverside, Dept Stat, Riverside, CA 92521 USA

[2] Univ Cantabria, Dept Appl Math & Computat Sci, Cantabria, Spain

[3] Univ Castilla La Mancha, E-13071 Ciudad Real, Spain

[4] Univ Cantabria, Dept Econ, Cantabria, Spain

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2009年 / 100卷 / 05期

关键词：

Norm ordering; N-conditional ordering; Generalized order statistics; Progressive censoring; Jones constructions; DISTRIBUTIONS;

D O I：

10.1016/j.jmva.2008.09.011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let (X) under bar (1), ... , (X) under bar (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. (C) 2008 Elsevier Inc. All rights reserved.

引用

页码：946 / 951

页数：6

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