Remark AS R72: A Remark on Algorithm AS 128. Approximating the Covariance Matrix of Normal Order Statistics
这篇1988年的文章对算法AS 128提出改进,用于更精确地近似正态分布次序统计量的协方差矩阵,对统计计算和数据分析有参考价值。
B. L. Shea, A. J. Scallon, Remark AS R72: A Remark on Algorithm AS 128. Approximating the Covariance Matrix of Normal Order Statistics, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 37, No. 1 (1988), pp. 151-155