Multivariate dependence of spacings of generalized order statistics
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| Title: | Multivariate dependence of spacings of generalized order statistics |
|---|---|
| Authors: | Burkschat, M.1 burkschat@stochastik.rwth-aachen.de |
| Source: | Journal of Multivariate Analysis. Jul2009, Vol. 100 Issue 6, p1093-1106. 14p. |
| Subjects: | Nonparametric statistics, Mathematical statistics, Statistics, Mathematics |
| Abstract: | Abstract: Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property. By restricting the choice of the model parameters and strengthening the assumptions on the underlying distribution, stronger dependence relations are established. For instance, if the model parameters are decreasingly ordered and the underlying distribution has a log-convex decreasing (log-concave) hazard rate, then the spacings satisfy the MTP2 (S- MRR2) property. Some consequences of the results are given. In particular, conditions for non-negativity of the best linear unbiased estimator of the scale parameter in a location-scale family are obtained. By applying a result for dual generalized order statistics, we show that in the particular situation of usual order statistics the assumptions can be weakened. [Copyright &y& Elsevier] |
| Copyright of Journal of Multivariate Analysis is the property of Academic Press Inc. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
| FullText | Text: Availability: 0 |
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| Header | DbId: egs DbLabel: Engineering Source An: 37148978 AccessLevel: 6 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Multivariate dependence of spacings of generalized order statistics – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Burkschat%2C+M%2E%22">Burkschat, M.</searchLink><relatesTo>1</relatesTo><i> burkschat@stochastik.rwth-aachen.de</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Journal+of+Multivariate+Analysis%22">Journal of Multivariate Analysis</searchLink>. Jul2009, Vol. 100 Issue 6, p1093-1106. 14p. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Nonparametric+statistics%22">Nonparametric statistics</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+statistics%22">Mathematical statistics</searchLink><br /><searchLink fieldCode="DE" term="%22Statistics%22">Statistics</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematics%22">Mathematics</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: Abstract: Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property. By restricting the choice of the model parameters and strengthening the assumptions on the underlying distribution, stronger dependence relations are established. For instance, if the model parameters are decreasingly ordered and the underlying distribution has a log-convex decreasing (log-concave) hazard rate, then the spacings satisfy the MTP2 (S- MRR2) property. Some consequences of the results are given. In particular, conditions for non-negativity of the best linear unbiased estimator of the scale parameter in a location-scale family are obtained. By applying a result for dual generalized order statistics, we show that in the particular situation of usual order statistics the assumptions can be weakened. [Copyright &y& Elsevier] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of Journal of Multivariate Analysis is the property of Academic Press Inc. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1016/j.jmva.2008.10.008 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 14 StartPage: 1093 Subjects: – SubjectFull: Nonparametric statistics Type: general – SubjectFull: Mathematical statistics Type: general – SubjectFull: Statistics Type: general – SubjectFull: Mathematics Type: general Titles: – TitleFull: Multivariate dependence of spacings of generalized order statistics Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Burkschat, M. IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 07 Text: Jul2009 Type: published Y: 2009 Identifiers: – Type: issn-print Value: 0047259X Numbering: – Type: volume Value: 100 – Type: issue Value: 6 Titles: – TitleFull: Journal of Multivariate Analysis Type: main |
| ResultId | 1 |
