Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data

DOI10.1080/03610926.2016.1257719zbMath1462.62301OpenAlexW2556594767MaRDI QIDQ4595884

Ahad Jamalizadeh, Mehdi Amiri, Reza Pourmousa, Narayanaswamy Balakrishnan

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1257719

zbMATH Keywords

order statisticsconcomitantsmultivariate generalized hyperbolic distributionmultivariate selection distributionmultivariate normal mean-variance mixture distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

Related Items (3)

Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions ⋮ Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios ⋮ Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability

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