Sankhya: The Indian Journal of Statistics1993, Volume 55, Series B, Pt. 1, 102-110
GENERALIZED INTRACLASS MATRICES AND EQUI-PROBABLE ORDERINGS
MICHAEL F. DRISCOLL, Arizona State University
SUMMARY. A class of covariance matrices is considered, one that generalises the set of intraclass matrices (that is, those with all variances equal and all covariances equal). The properties of these generalised intraclass matrices are detailed, using order-preserving matrices and orthogonal decompositions. This covariance structure is related to conditions necessary and sufficient for a random vector following an elliptically contoured distribution to be order equi-probable.
AMS(1980)subject classification. 62K05,62K10, 05B05
Key words and phrases. covariance structures, order statistics, elliptically contoured distributions
This article in Mathematical Reviews.