On the exact distribution of linear combinations of order statistics from dependent random variables

DOI10.1016/j.jmva.2006.12.003zbMath1139.62028OpenAlexW2119299556WikidataQ99153351 ScholiaQ99153351MaRDI QIDQ2426736

Marc G. Genton, Reinaldo B. Arellano-Valle

Publication date: 23 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.12.003

zbMATH Keywords

kurtosismaximumskewnessexchangeableselection mechanismelliptically contouredfundamental skew distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Applications of statistics (62P99)

Related Items (31)

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Uses Software

• R
• QSIMVN

Cites Work

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• On the exact distribution of the sum of the largestn−kout ofnnormal random variables with differing mean values
• Order Statistics of Correlated Variables and Implications in Genetic Selection Programmes
• Order Statistics for a Special Class of Unequally Correlated Multinormal Variates
• Order Statistics of Correlated Variables and Implications in Genetic Selection Programmes. II. Response to Selection
• Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles
• Order Statistics
• A unified view on skewed distributions arising from selections
• A Correlation Model Useful in the Study of Twins
• On linear functions of ordered correlated normal random variables

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