On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution

DOI10.1007/s00362-012-0430-9zbMath1364.62113OpenAlexW2057396628MaRDI QIDQ1956327

Mahbanoo Tata, Ayyub Sheikhi, Yaser Mehrali

Publication date: 13 June 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0430-9

zbMATH Keywords

order statisticconcomitantL-statisticexchangeable multivariate normal distributionunified skew normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (3)

Sharp large deviations for a class of normalized L-statistics and applications ⋮ On an application of concomitants of order statistics ⋮ On some exact distributions in ranked set sampling

Uses Software

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Cites Work

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• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
• The Skew-normal Distribution and Related Multivariate Families*

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