Asymptotic properties for covariance matrices of order statistics
Asymptotic properties for covariance matrices of order statistics
复制标题
阶次统计协方差矩阵的渐近性质
DOI：
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发表时间：
1975
期刊：
影响因子：
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通讯作者：
M. Stephens
中科院分区：
文献类型：
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作者：
M. Stephens
研究了序统计量的协方差矩阵V的渐近特征向量和特征值，并给出了母总体为正态或均匀的情况。它显示了这些如何用于开发拟合优度检验的模型。对序统计量的期望值向量V和m的某些函数，给出了正态性检验中出现的一些近似。
SUMMARY The asymptotic eigenvectors and eigenvalues of V, the covariance matrix of order statistics, are examined, and are given for the case where the parent population is normal or uniform. It is shown how these might be used in developing a model for goodness-of-fit tests. Some approximations are given for certain functions of V and m, the expected value vector for order statistics, which arise in tests for normality.