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January 1, 1978Journal of the Royal Statistical Society Series C (Applied Statistics)

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

C. S. Davis Michael A. Stephens

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Abstract

C. S. Davis, M. A. Stephens, Algorithm AS 128: Approximating the Covariance Matrix of Normal Order Statistics, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 27, No. 2 (1978), pp. 206-212

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Davis et al. (1978) studied this question.

synapsesocial.com/papers/6a1bc0eaa54fe8647d5ed2d3 https://doi.org/10.2307/2346958

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