On multivariate selection scale-mixtures of normal distributions

DOI10.1214/20-BJPS478zbMath1475.62160OpenAlexW3154383005MaRDI QIDQ2233665

Roohollah Roozegar, Ahad Jamalizadeh, Narayanaswamy Balakrishnan, Andriëtte Bekker

Publication date: 11 October 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-bjps478

zbMATH Keywords

concomitants of order statisticsL-statisticsinduced order statisticsmultivariate scale-mixtures of normal distributionsselection distributionunified skew-scale mixtures of normal distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Uses Software

• sn
• QRM

Cites Work

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• The Skew-Normal and Related Families
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*

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