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

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