Algorithm AS 128: Approximating the Covariance Matrix of Normal Order Statistics

• 1 January 1978
• journal article
• Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
• Vol. 27  (2) , 206
• https://doi.org/10.2307/2346958

Abstract

Keywords

• ALGORITHM
• APPROXIMATING
• NORMAL ORDER
• COVARIANCE MATRIX
• ORDER STATISTICS