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Linear combination of concomitants of order statistics with application to testing and estimation

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Let (X 1,Y 1), (X 2,Y 2),…, (X n,Y n) be i.i.d. as (X, Y). TheY-variate paired with therth orderedX-variateX rn is denoted byY rn and terms the concomitant of therth order statistic. Statistics of the form\(T_n = n^{ - 1} \sum\limits_{i = 1}^n {J\left( {t_{ni} } \right)} Y_{in} \) are considered. The asymptotic normality ofT n is established. The asymptotic results are used to test univariate and bivariate normality, to test independence and linearity ofX andY, and to estimate regression coefficient based on complete and censored samples.

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  1. Kansas State University, Kansas, USA

    Shie-Shien Yang

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  1. Shie-Shien Yang
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Yang, SS. Linear combination of concomitants of order statistics with application to testing and estimation. Ann Inst Stat Math 33, 463–470 (1981). https://doi.org/10.1007/BF02480956

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  • DOI: https://doi.org/10.1007/BF02480956

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