文章基本信息

标题：Multivariate Covariance Identities With An Application To Order Statistics
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作者：N. PAPADATOS ; V. PAPATHANASIOU ; University of Athens, Greece 等
期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2003
卷号：65
期号：02
出版社：Indian Statistical Institute
摘要：General mutlivariate covariance identities are obtained, and some applications are given. The Siegel's identity for the Normal is extended to other distributions. Some characterization results are also provided and, furtermore, upper and lower variance bounds for linear estimators based on normal order statistics are obtained.
关键词：Stein type covariance identities, order statistics, variance bounds