Regression analysis using order statistics and their concomitants

• Autores: Abdul Rasoul Ziaei, Ayyub Sheikhi, Vahid Amirzadeh
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 38, Nº. 1, 2014, págs. 43-52
• Idioma: inglés
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• Resumen

  • In this work we derive the exact joint distribution of linear combinations of order statistics and linear combinations of their concomitants and some auxiliary variables in multivariate normal distribution. By extending the results of Sheikhi and Jamalizadeh we investigate some regression equations. Our results generalize those obtained in previous research by Viana, Lee and Loperfido.