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Journal of the American Statistical Association Volume 88, 1993 - Issue 424
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Letters to the Editor: Extension of Surprising Covariances

Charles L. Anderson The University of Southwestern Louisiana, Department of Statistics, LaFayette, LA, 70504-1006
Page 1478 | Published online: 27 Feb 2012

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Read on this site (2)

Ingram Olkin & Marlos Viana. (1995) Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution. Journal of the American Statistical Association 90:432, pages 1373-1379.
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Christian Houdré. (1995) Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables. Journal of the American Statistical Association 90:431, pages 965-968.
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Articles from other publishers (3)

Marios A. G. Viana & Hak-Myung Lee. (2006) Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics. Canadian Journal of Statistics 34:2, pages 327-340.
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H. Leon Harter & N. Balakrishnan. 1998. Order Statistics: Theory & Methods. Order Statistics: Theory & Methods 25 64 .
Richard A. Vitale. (1996) Covariance identities for normal variables via convex polytopes. Statistics & Probability Letters 30:4, pages 363-368.
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