Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)

DOI10.1016/j.csda.2009.07.018zbMath1453.62118OpenAlexW2094738721MaRDI QIDQ961893

Narayanaswamy Balakrishnan, Yaser Mehrali, Ahad Jamalizadeh

Publication date: 1 April 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.2009.07.018

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (9)

Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference ⋮ Unnamed Item ⋮ A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference ⋮ Models for Extremal Dependence Derived from Skew-symmetric Families ⋮ Unnamed Item ⋮ Distribution of linear combinations of unordered and ordered components of an elliptical random vector ⋮ Balakrishnan Skew-tDistribution and Associated Statistical Characteristics ⋮ A generalized skew two-piece skew-elliptical distribution ⋮ Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics

Uses Software

• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• A note on skew-elliptical distributions and linear functions of order statistics
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
• 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
• On the exact distribution of the sum of the largestn−kout ofnnormal random variables with differing mean values
• On the Unification of Families of Skew-normal Distributions
• The multivariate skew-normal distribution
• A New Skewed Link Model for Dichotomous Quantal Response Data
• 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
• On linear functions of ordered correlated normal random variables
• A skew item response model

This page was built for publication: Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)