Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
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Publication:968492
DOI10.1016/j.jmva.2009.12.012zbMath1186.62070OpenAlexW2013216712MaRDI QIDQ968492
Narayanaswamy Balakrishnan, Ahad Jamalizadeh
Publication date: 5 May 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.012
order statisticslinear combinationmixture distributionelliptical distributionunified skew-\(t\) distributionunified skew-elliptical distributionunified skew-normal distribution
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)
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Uses Software
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