On multivariate selection scale-mixtures of normal distributions

DOI10.1214/20-BJPS478MaRDI QIDQ2233665zbMATH OpenOpenAlexFDO

Authors Roohollah Roozegar, Ahad Jamalizadeh, Narayanaswamy Balakrishnan, A. Bekker

Publication date 11 October 2021

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/20-bjps478

zbMATH Keywords

concomitants of order statisticsinduced order statisticsL-statisticsmultivariate scale-mixtures of normal distributionsselection distributionunified skew-scale mixtures of normal distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Order statistics; empirical distribution functions (62G30) Multivariate distribution of statistics (62H10)

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Cites work

• A note on moments of variables summing to normal order statistics
• A unified view on skewed distributions arising from selections
• An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• Conditional distributions of multivariate normal mean-variance mixtures
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
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• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
• Multivariate order statistics via multivariate concomitants
• On the theory of elliptically contoured distributions
• On the Unification of Families of Skew-normal Distributions
• Some results on the truncated multivariate \(t\) distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(3)

• An optimal classification rule for multiple interval-screened scale mixture of normal populations
• Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes
• Expressions for marginal mean excess and marginal expected shortfall measures under bivariate scale mixture of normal distribution

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