Concomitants of order statistics from multivariate elliptical distributions
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Publication:645609
DOI10.1016/j.jspi.2011.07.010zbMath1231.62094OpenAlexW2016544466MaRDI QIDQ645609
Ahad Jamalizadeh, Narayanaswamy Balakrishnan
Publication date: 10 November 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.07.010
mixtureorder statisticsmultivariate normalmultivariate \(t\)multivariate elliptical distributionconcomitantsmultivariate unified skew-elliptical distribution
Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)
Related Items (5)
Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference ⋮ Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors ⋮ Unnamed Item ⋮ Concomitants of multivariate order statistics from multivariate elliptical distributions ⋮ Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
Cites Work
- Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
- 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
- On the theory of elliptically contoured distributions
- Convergence of sample paths of normalized sums of induced order statistics
- On fundamental skew distributions
- On the Unification of Families of Skew-normal Distributions
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