Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations

DOI10.1016/0167-7152(93)90253-FzbMath0783.62042OpenAlexW2062054431MaRDI QIDQ689523

Narayanaswamy Balakrishnan

Publication date: 12 December 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90253-f

zbMATH Keywords

meansmultivariate normal distributioncovariancesinduced order statisticsmultivariate order statisticsvariancesordering by linear combinationsstandard normal order statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

Related Items (17)

Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions ⋮ Unnamed Item ⋮ Concomitants of order statistics from multivariate elliptical distributions ⋮ \(L\)-statistics from multivariate unified skew-elliptical distributions ⋮ On multivariate selection scale-mixtures of normal distributions ⋮ On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions ⋮ A note on moments of variables summing to normal order statistics ⋮ Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\) ⋮ Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions ⋮ Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions ⋮ Order statistics with multivariate concomitants: stochastic comparisons ⋮ Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution ⋮ Multivariate order statistics via multivariate concomitants ⋮ Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution ⋮ Prediction in a trivariate normal distribution via a linear combination of order statistics ⋮ On some exact distributions in ranked set sampling ⋮ Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics

Cites Work

• A note on moments of variables summing to normal order statistics
• Moments of variables summing to normal order statistics
• Convergence of sample paths of normalized sums of induced order statistics
• A note on invariance principles for induced order statistics
• Distribution and expected value of the rank of a concomitant of an order statistics
• General distribution theory of the concomitants of order statistics
• The asymptotic theory of concomitants of order statistics
• Concomitants and correlation estimates
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