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Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions - MaRDI portal

Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions (Q840734)

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scientific article; zbMATH DE number 5603630
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English
Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
scientific article; zbMATH DE number 5603630

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    Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions (English)
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    14 September 2009
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    order statistics
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    multivariate \(t_{\nu}\)-distribution
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    unified multivariate skew-normal distribution
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    unified multivariate skew-elliptical distribution
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    generalized skew-normal distribution
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    orthant probabilities
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    moment generating function
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    mixture distribution
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    bivariate \(t_{\nu}\)-distribution
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    generalized skew-\(t_{\nu}\) distribution
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