Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution

Author: Fard Mir Nabi Pirouzi   Holmquist Bjorn  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.37, Iss.8, 2008-09, pp. : 1500-1506

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Abstract