Estimating the covariance of bivariate order statistics with applications

Alan D. Hutson

Statistics & Probability Letters, 2000, vol. 48, issue 2, 195-203

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.

Keywords: Bootstrap; Concomitants; Bivariate; median; Order; statistics; Quantile; function (search for similar items in EconPapers)
Date: 2000
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