Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics

DOI10.1080/02331888.2010.543468zbMath1314.62126OpenAlexW2011167992MaRDI QIDQ3143493

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Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.543468

zbMATH Keywords

order statisticskernel functionnonlinear regressionconditional distributionexchangeable distributiontrivariate elliptical distributionunified bivariate skew-elliptical distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02) Exchangeability for stochastic processes (60G09)

Related Items (4)

Unnamed Item ⋮ Regression via order statistics and their concomitants ⋮ Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions ⋮ On Bivariate Order Statistics from Elliptical Distributions

Cites Work

• Unnamed Item
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• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• A note on skew-elliptical distributions and linear functions of order statistics
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Prediction in a trivariate normal distribution via a linear combination of order statistics
• On the exact distribution of linear combinations of order statistics from dependent random variables
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• On the exact distribution of the sum of the largestn−kout ofnnormal random variables with differing mean values
• On the Unification of Families of Skew-normal Distributions
• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
• On linear functions of ordered correlated normal random variables

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