Distribution of linear combinations of unordered and ordered components of an elliptical random vector

DOI10.1016/j.jkss.2011.09.003zbMath1296.60028OpenAlexW2068151871MaRDI QIDQ459494

A. Pourdarvish, H. Mahmoodian, Narayanaswamy Balakrishnan, Ahad Jamalizadeh

Publication date: 13 October 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.09.003

zbMATH Keywords

order statisticslinear combinationmixture distributionelliptical distributionmultivariate unified skew-\(t\) distributionmultivariate unified skew-elliptical distributionmultivariate unified skew-normal distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions

Cites Work

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