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Journal of the American Statistical Association Volume 90, 1995 - Issue 432
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Theory and Method

Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution

Ingram Olkin Statistics and Education, Stanford University, CA, 94305
&
Marlos Viana College of Medicine and Division of Biostatistics, University of Illinois, Chicago, IL, 60612
Pages 1373-1379 | Received 01 Sep 1993, Published online: 27 Feb 2012

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Monitirtha Dey. (2024) Behavior of FWER in Normal Distributions. Communications in Statistics - Theory and Methods 53:9, pages 3211-3225.
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M. Amiri, R. Roozegar & A. Jamalizadeh. (2021) Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions. Communications in Statistics - Simulation and Computation 50:5, pages 1348-1363.
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Reza Pourmousa & Ahad Jamalizadeh. (2014) On Bivariate Order Statistics from Elliptical Distributions. Communications in Statistics - Theory and Methods 43:10-12, pages 2183-2198.
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Seyedeh Zahra Aghamohammadi, Ahad Jamalizadeh, R. Farnoosh & N. Balakrishnan. (2014) Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions. Journal of Statistical Computation and Simulation 84:5, pages 1079-1098.
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N. Balakrishnan, H.R. Chareh & Ahad Jamalizadeh. (2014) Regression via order statistics and their concomitants. Statistics 48:2, pages 436-446.
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N. Balakrishnan, S. H. Ong, M. Habibi & A. Jamalizadeh. (2012) Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics. Statistics 46:5, pages 605-619.
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Nicola Loperfido, Jorge Navarro, JoseM. Ruiz & CarlosJ. Sandoval. (2007) Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors. Communications in Statistics - Theory and Methods 36:9, pages 1719-1733.
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Donald Lien & David Rearden. (1998) Cross moments of extreme observai ions from a multtvariate lognormal distribution. Communications in Statistics - Theory and Methods 27:3, pages 601-607.
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HerbertA. David. (1996) A General Representation of Equally Correlated Variates. Journal of the American Statistical Association 91:436, pages 1756-1756.
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Articles from other publishers (17)

Monitirtha Dey & Subir Kumar Bhandari. (2023) Bounds on generalized family-wise error rates for normal distributions. Statistical Papers.
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Zonghui Hu, Pengfei Li, Dean Follmann & Jing Qin. (2022) A mixture distribution approach for assessing genetic impact from twin study. Statistics in Medicine 41:14, pages 2513-2522.
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Jiahua Chen, Pengfei Li, Jing QinTao Yu. (2021) Test for homogeneity with unordered paired observations. Electronic Journal of Statistics 15:1.
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Eric Chaumette, François Vincent & Olivier Besson. (2015) On ordered normally distributed vector parameter estimates. Signal Processing 115, pages 20-26.
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Mohsen Madadi, Parisa Khalilpoor & Ahad Jamalizadeh. (2015) Regression mean residual life of a system with three dependent components with normal lifetimes. Statistics & Probability Letters 100, pages 182-191.
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N. Balakrishnan. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Rabah Messaci. (2014) Distribution and moments of the vector of the maximum of two absolutely continuous random vectors. Statistics & Probability Letters 92, pages 256-262.
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Ayyub Sheikhi, Yaser Mehrali & Mahbanoo Tata. (2012) On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution. Statistical Papers 54:2, pages 325-332.
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Nicola Loperfido. (2007) Modeling maxima of longitudinal contralateral observations. TEST 17:2, pages 370-380.
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Reinaldo B. Arellano-Valle & Marc G. Genton. (2007) On the exact distribution of linear combinations of order statistics from dependent random variables. Journal of Multivariate Analysis 98:10, pages 1876-1894.
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Tatjana Nahtman. (2006) Marginal permutation invariant covariance matrices with applications to linear models. Linear Algebra and its Applications 417:1, pages 183-210.
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Marios A. G. Viana & Hak‐Myung Lee. (2009) Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics. Canadian Journal of Statistics 34:2, pages 327-340.
Crossref
N. Balakrishnan. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
N. Balakrishnan. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
N. Balakrishnan. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Marlos Viana. 1998. Order Statistics: Applications. Order Statistics: Applications 513 524 .
H. Leon Harter & N. Balakrishnan. 1998. Order Statistics: Theory & Methods. Order Statistics: Theory & Methods 25 64 .

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