Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets

DOI10.1080/03610926.2012.752842zbMath1311.62163OpenAlexW2002963993MaRDI QIDQ5249215

Sobhan Shafiei, Mahdi Doostparast, Ahad Jamalizadeh

Publication date: 29 April 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.752842

zbMATH Keywords

normal distributionmoment generating functionStudent's \(t\)-distributionsymmetric power distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions

Cites Work

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• Order Statistics
• Multivariate T-Distributions and Their Applications

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