Samples

$x, y$ observations of $X$ and $Y$  
$x_{1},\ldots,x_{n}=\{x_i\}_{i=1}^n $ sample of $n$ observations of $X$  
${\data{X}}=\{ x_{ij} \}_{i=1,\ldots,n; j=1,\ldots,p}$ ($n\times p$) data matrix of observations of $X_{1},\ldots, X_{p}$
or of $X=(X_{1}, \ldots, X_{p})^T$
[*]
$x_{\ord{1}},\ldots,x_{\ord{n}}$ the order statistic of $x_{1},\ldots ,x_{n}$ [*]
$\data{H}$ centering matrix, $\data{H} = \data{I}_n - n^{-1}1_n1_n^\top$ [*]