Multivariate order statistics via multivariate concomitants

JOURNAL OF MULTIVARIATE ANALYSIS

卷:100

Article

Arnold, Barry C.¹  Castillo, Enrique^2,3  Maria Sarabia, Jose⁴ 

[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

关键词: Norm ordering;    N-conditional ordering;    Generalized order statistics;    Progressive censoring;    Jones constructions;   

DOI  :  10.1016/j.jmva.2008.09.011

来源: Elsevier

【 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.

【 授权许可】

Free