Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series B, Pt. 1, 102-110

GENERALIZED INTRACLASS MATRICES AND EQUI-PROBABLE ORDERINGS

By

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

FULL PAPER.

This article in Mathematical Reviews.