Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors (Q5050404)

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scientific article; zbMATH DE number 7616798
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Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
scientific article; zbMATH DE number 7616798

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    Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors (English)
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    15 November 2022
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    concomitants of order statistics
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    conditional distribution coherence
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    conditional expectation
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    covariance matrix
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    cumulative distribution function
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    density generator function
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    elliptical distribution
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    energy test
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    generalized Shapiro-Wilk test
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    induced order statistics
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    joint distribution
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    logistic distribution
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    marginal distribution
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    maximized likelihood estimation
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    mixture distribution
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    moments of distribution
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    multivariate normal distribution
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    multivariate student-\(t\) distribution
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    multivariate truncated normal distribution
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    multivariate truncated student-\(t\) distribution
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    multivariate unified skew-elliptical distribution
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    multivariate unified skew-normal distribution
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    multivariate unified skew-\(t\) distribution
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    order statistics
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    probability density function
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    Q-Q plot
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    skew-elliptical distribution
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    skew-symmetric distribution
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    square error loss
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    stochastic representation
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    truncated distribution
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