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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2014, Volume 11, Pages 857–862
(Mi semr528)
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This article is cited in 1 scientific paper (total in 1 paper)
Probability theory and mathematical statistics
On the sum of the variances of the order statistics for samples of dependent observations
I. S. Borisovab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
Abstract:
We study asymptotic behavior of the sum of the variances of all order statistics based on samples of dependent observations when the sample size tends to infinity.
Keywords:
Hoeffding’s theorem, order statistics, dependent observations.
Received July 29, 2014, published November 21, 2014
Citation:
I. S. Borisov, “On the sum of the variances of the order statistics for samples of dependent observations”, Sib. Èlektron. Mat. Izv., 11 (2014), 857–862
Linking options:
https://www.mathnet.ru/eng/semr528 https://www.mathnet.ru/eng/semr/v11/p857
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