Prediction in a trivariate normal distribution via a linear combination of order statistics

DOI10.1016/J.SPL.2009.07.029zbMATH Open1176.62008OpenAlexW1985168206MaRDI QIDQ1036744FDOQ1036744

Narayanaswamy Balakrishnan, Ahad Jamalizadeh

Publication date: 13 November 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.029

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• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics

Mathematics Subject Classification ID

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

Cites Work

• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
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• The Skew-normal Distribution and Related Multivariate Families*
• On fundamental skew distributions
• On the Unification of Families of Skew-normal Distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
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• A Bayesian interpretation of the multivariate skew-normal distribution.
• Additive properties of skew normal random vectors
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• On the exact distribution of linear combinations of order statistics from dependent random variables
• On linear functions of ordered correlated normal random variables
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• A note on skew-elliptical distributions and linear functions of order statistics
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
• Modeling maxima of longitudinal contralateral observations
• Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
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• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations

Cited In (10)

• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• Title not available (Why is that?)
• Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability
• On Bivariate Order Statistics from Elliptical Distributions
• On the predictability of long-range dependent series
• Distribution and moments of the vector of the maximum of two absolutely continuous random vectors
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions
• Regression via order statistics and their concomitants
• Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution

Uses Software

• sn

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