Characterizations of Student's t-distribution via regressions of order statistics

DOI10.1080/02331888.2010.535904zbMath1314.62045arXiv1010.4355OpenAlexW1971470192MaRDI QIDQ3143479

Mohammad Ahsanullah, George P. Yanev

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.4355

zbMATH Keywords

order statisticscharacterizationsregression\(t\)-distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Weighted estimation of conditional mean function with truncated, censored and dependent data ⋮ Characterizations of families of distributions, which include the logistic one, by properties of order statistics ⋮ Some characterizations of families of distributions, including logistic and exponential ones, by properties of order statistics ⋮ Order statistics from overlapping samples: bivariate densities and regression properties

Cites Work

• Unnamed Item
• A characterization by linearity of the regression function based on order statistics.
• A simple characterization of Student's \(t_3\) distribution
• New Characterizations by Properties of Midrange and Related Statistics
• On the Distributional Characterization of Daily Log‐Returns of a World Stock Index

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