Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
多元正态分布极端观测值的相关分析
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, Y 1, Y 2) are jointly normally distributed with Y 1, Y 2 exchangeable and (X, Y i ) having a common correlation. Inferential procedures are developed for correlations and linear regressions among X and the ordered Y values. This requires determination of the covariance matrix of X, Y (1) = min{Y 1, Y 2}…