On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution

DOI10.1007/s40300-017-0111-5zbMath1416.62290OpenAlexW2729842082MaRDI QIDQ1640657

Ahad Jamalizadeh, Roohollah Roozegar, Mehdi Amiri, Tsung I. Lin

Publication date: 14 June 2018

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-017-0111-5

zbMATH Keywords

order statisticsgeneralized inverse Gaussian distributionsymmetric generalized hyperbolic distributiontruncated extended skew elliptically contoured distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Uses Software

• sn
• mvShapiroTest

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• Linear censored regression models with scale mixtures of normal distributions
• Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
• A new test for multivariate normality
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• On the theory of elliptically contoured distributions
• Statistical implications of selectively reported inferential results
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
• Maximum likelihood estimation for multivariate skew normal mixture models
• On fundamental skew distributions
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• On the Unification of Families of Skew-normal Distributions
• Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• The Skew-normal Distribution and Related Multivariate Families*
• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
• On linear functions of ordered correlated normal random variables