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Approximations of variances and covariances for order statistics from the standard extreme value distribution

Publiceringsår: 2008
Språk: Engelska
Sidor: 1500-1506
Publikation/Tidskrift/Serie: Communications in Statistics - Simulation and Computation
Volym: 37
Nummer: 8
Dokumenttyp: Artikel
Förlag: Taylor and Francis Group

Sammanfattning

We consider simple approximations of variances and covariances for order statistics from the standard extreme value distribution. Exact values and simulation results of the variances and covariances for certain sample sizes are used to determine the validity of the suggested approximations.

Disputation

Nyckelord

  • Mathematics and Statistics
  • for order statistics
  • variances and covariances
  • extreme value distribution
  • order statistics

Övriga

Published
Yes
  • ISSN: 0361-0918

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