Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions

DOI10.1080/00949655.2012.739621zbMath1453.62500OpenAlexW2058815432MaRDI QIDQ5219966

Ahad Jamalizadeh, Rahman Farnoosh, Seyedeh Zahra Aghamohammadi, Narayanaswamy Balakrishnan

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.739621

zbMATH Keywords

predictionorder statisticsmixture distributionelliptical distributionconcomitantsmultivariate unified skew-elliptical distributionsquared-error loss

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors ⋮ Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions ⋮ Linear prediction of sums of sequential minima ⋮ \(L\)-statistics from multivariate unified skew-elliptical distributions

Uses Software

• mvShapiroTest

Cites Work

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• Concomitants of order statistics from multivariate elliptical distributions
• Regression analysis using order statistics
• A new test for multivariate normality
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Concomitants of order statistics for dependent samples
• Modeling maxima of longitudinal contralateral observations
• Prediction in a trivariate normal distribution via a linear combination of order statistics
• Convergence of sample paths of normalized sums of induced order statistics
• Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• On the Unification of Families of Skew-normal Distributions
• Regression via order statistics and their concomitants
• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
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