A note on skew-elliptical distributions and linear functions of order statistics

DOI10.1016/j.spl.2008.06.004zbMath1489.62152OpenAlexW2088811269MaRDI QIDQ958934

Nicola M. R. Loperfido

Publication date: 10 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.06.004

Mathematics Subject Classification ID

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

Related Items (14)

Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher's transformation ⋮ Unnamed Item ⋮ Distribution of linear functions from ordered bivariate log-normal distribution ⋮ On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution ⋮ Distribution of linear combinations of unordered and ordered components of an elliptical random vector ⋮ \(L\)-statistics from multivariate unified skew-elliptical distributions ⋮ 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 and linear combination of order statistics arising from a bivariate selection normal distribution ⋮ A proof for the existence of multivariate singular generalized skew-elliptical density functions ⋮ Modern likelihood inference for the maximum/minimum of a bivariate normal vector ⋮ Prediction in a trivariate normal distribution via a linear combination of order statistics ⋮ Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics

Cites Work

• Formulation and estimation of stochastic frontier production function models
• Statistical implications of selectively reported inferential results
• The exact sampling distribution of \(L\)-statistics
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Symmetrically Dependent Models Arising in Visual Assessment Data
• A Correlation Model Useful in the Study of Twins
• A general class of multivariate skew-elliptical distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A note on skew-elliptical distributions and linear functions of order statistics