Advances and Applications in Statistics
Volume 30, Issue 2, Pages 151 - 155
(October 2012)
|
|
A RESULT ON THE ASYMPTOTIC EIGENVECTORS OF COVARIANCE MATRICES OF ORDER STATISTICS
H. F. Coronel-Brizio, A. R. Hernández-Montoya and M. E. RodrÃguez-Achach
|
Abstract: A general result concerning the asymptotic eigenvectors of covariance matrices of order statistics in a sample from an absolutely continuous distribution is presented. The result is an extension from the one appeared in Stephens’ [4] for the case of the normal distribution, and its theoretical importance becomes evident in problems involving estimation from order statistics. |
Keywords and phrases: |
|
Number of Downloads: 371 | Number of Views: 1034 |
|