Concomitants of order statistics from bivariate phase-type distributions with continuous density functions

DOI10.1080/15326349.2020.1761389zbMath1466.62319OpenAlexW3025099579MaRDI QIDQ4988560

Azucena Campillo Navarro

Publication date: 17 May 2021

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2020.1761389

zbMATH Keywords

order statisticsconcomitantsbivariate phase-type distributions

Mathematics Subject Classification ID

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

Uses Software

• mftoolbox

Cites Work

• Noncommutative functional calculus. Theory and applications of slice hyperholomorphic functions
• Non-negative matrices and Markov chains. 2nd ed
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• Hitting probabilities and hitting times for stochastic fluid flows
• On the use of functional calculus for phase-type and related distributions
• A semi-explicit density function for Kulkarni's bivariate phase-type distribution
• Matrix-Exponential Distributions in Applied Probability
• Characterization of phase-type distributions
• A New Class of Multivariate Phase Type Distributions
• The asymptotic theory of concomitants of order statistics
• One-Parameter Semigroups for Linear Evolution Equations
• Order Statistics
• A Stochastic Two-Dimensional Fluid Model
• Role of concomitants of order statistics in determining parent bivariate distributions
• Functions of Matrices

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