Advances and Applications in Statistics
Volume 41, Issue 1, Pages 1 - 9
(July 2014)
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A RESULT CONCERNING QUADRATIC FORMS IN FUNCTIONS OF ORDER STATISTICS
H. F. Coronel-Brizio and A. R. Hernandez-Montoya
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Abstract: A theoretical result concerning the limiting values of quadratic forms in functions of the vector m, of expected values and the covariance matrix of the order statistics in a sample of size n from an absolutely continuous distribution F, which satisfy certain regularity conditions, is presented. |
Keywords and phrases: order statistics, normal distribution, covariance matrix, quadratic forms, asymptotics. |
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