Estimating the covariance of bivariate order statistics with applications

Alan D. Hutson

doi:10.1016/s0167-7152(99)00205-9

Estimating the covariance of bivariate order statistics with applications

Alan D. Hutson

Department of Biostatistics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

In this note we develop a new analytic bootstrap-type method for estimating the covariance between the bivariate order statistics X_r:n and Y_s:n. Correlation and regression estimators follow straightforward from this result. An easy-to-use method for calculating the nonparametric percentile confidence regions for bivariate quantiles is developed and illustrated using biological data. A specific case of interest is the application to bivariate medians, i.e., correlated marginal medians.

Original language	English
Pages (from-to)	195-203
Number of pages	9
Journal	Statistics and Probability Letters
Volume	48
Issue number	2
DOIs	https://doi.org/10.1016/s0167-7152(99)00205-9
State	Published - Jun 15 2000

Keywords

Bivariate median
Bootstrap
Concomitants
Order statistics
Quantile function

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10.1016/s0167-7152(99)00205-9

Cite this

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abstract = "In this note we develop a new analytic bootstrap-type method for estimating the covariance between the bivariate order statistics Xr:n and Ys:n. Correlation and regression estimators follow straightforward from this result. An easy-to-use method for calculating the nonparametric percentile confidence regions for bivariate quantiles is developed and illustrated using biological data. A specific case of interest is the application to bivariate medians, i.e., correlated marginal medians.",

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AB - In this note we develop a new analytic bootstrap-type method for estimating the covariance between the bivariate order statistics Xr:n and Ys:n. Correlation and regression estimators follow straightforward from this result. An easy-to-use method for calculating the nonparametric percentile confidence regions for bivariate quantiles is developed and illustrated using biological data. A specific case of interest is the application to bivariate medians, i.e., correlated marginal medians.

KW - Bivariate median

KW - Bootstrap

KW - Concomitants

KW - Order statistics

KW - Quantile function

UR - https://www.scopus.com/pages/publications/0042779826

U2 - 10.1016/s0167-7152(99)00205-9

DO - 10.1016/s0167-7152(99)00205-9

M3 - Article

AN - SCOPUS:0042779826

SN - 0167-7152

VL - 48

SP - 195

EP - 203

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 2

ER -

Estimating the covariance of bivariate order statistics with applications

Abstract

Keywords

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