Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions (Q5219966)
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scientific article; zbMATH DE number 7178401
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| English | Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions |
scientific article; zbMATH DE number 7178401 |
Statements
Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions (English)
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9 March 2020
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elliptical distribution
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multivariate unified skew-elliptical distribution
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order statistics
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concomitants
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mixture distribution
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prediction
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squared-error loss
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0.8801994919776917
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0.8708815574645996
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0.8613766431808472
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0.8181068897247314
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0.8162329196929932
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