On a class of multivariate distributions closed under concomitance of order statistics

DOI10.1016/0167-7152(94)00119-SzbMath0819.62045MaRDI QIDQ1892955

K. Balasubramanian, Narayanaswamy Balakrishnan

Publication date: 7 August 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

marginal distributionsconditional distributionsexchangeable variablesorthogonal function\(S\)-concomitanceanti-Markov propertyconcomitance of order statisticsconstructing multivariate distributionsunivariate density

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors ⋮ Information measures for order statistics and their concomitants from Cambanis bivariate family

Cites Work

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