Asymptotic Properties of Covariance Matrices for Order Statistics.

Abstract

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 test for normality.

Document Details

Document Type
Technical Report
Publication Date
Nov 08, 1974
Accession Number
ADA013430

Entities

People

  • M. A. Stephens

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Eigenvalues
  • Eigenvectors
  • Goodness Of Fit Tests
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Normality
  • Order Statistics
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.