Journal of the American Statistical Association (1995) 90, 1373-1379 CORRELATION ANALYSIS OF EXTREME OBSERVATIONS FROM A MULTIVARIATE NORMAL DISTRIBUTION
نویسندگان
چکیده
In measuring visual acuity, the extremes of a set of normally distributed measures are of concern, together with one or more covariates. This leads to a model in which (X,Y1,Y2) are jointly normally distributed with Y1,Y2 exchangeable and (X,Yi) having a common correlation. Inferential procedures are developed for correlations and linear regression parameters of X and the ordered Y-values. This requires the determination of the covariance matrix of X, Y(1) = min{Y1,Y2} and Y(2) = max{Y1,Y2}. The inadequacy of certain estimates that ignore the nonnormality of {X,Y(1),Y(2)} is also discussed. AMS 1991 Mathematics Subject Classifications: 62G30, 62J05
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