Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)

DOI10.1016/j.csda.2008.11.002zbMath1452.62360OpenAlexW2041933477MaRDI QIDQ961202

Narayanaswamy Balakrishnan, Mohsen Khosravi, Ahad Jamalizadeh

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.002

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Order statistics; empirical distribution functions (62G30)

Related Items (22)

Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference ⋮ Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions ⋮ Unnamed Item ⋮ On some study of skew-t distributions ⋮ Distribution of linear functions from ordered bivariate log-normal distribution ⋮ Unnamed Item ⋮ 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 ⋮ Balakrishnan Skew-tDistribution and Associated Statistical Characteristics ⋮ 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 ⋮ On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type ⋮ Maximum likelihood estimation of skew-t copulas with its applications to stock returns ⋮ On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics ⋮ A generalized skew two-piece skew-elliptical distribution ⋮ On some sampling distributions for skew-normal population ⋮ Properties and Inference for a New Class of Skew-t Distributions ⋮ Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration ⋮ 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

Uses Software

• sn

Cites Work

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• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
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• Modeling maxima of longitudinal contralateral observations
• Statistical implications of selectively reported inferential results
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• On the exact distribution of linear combinations of order statistics from dependent random variables
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• A new class of skew-Cauchy distributions
• Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• The Skew-normal Distribution and Related Multivariate Families*
• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
• A Correlation Model Useful in the Study of Twins
• On linear functions of ordered correlated normal random variables

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