On multivariate selection scale-mixtures of normal distributions

DOI10.1214/20-BJPS478zbMATH Open1475.62160OpenAlexW3154383005MaRDI QIDQ2233665FDOQ2233665

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Statistical Applications of the Multivariate Skew Normal Distribution
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
• Some results on the truncated multivariate \(t\) distribution
• On the theory of elliptically contoured distributions
• On the Unification of Families of Skew-normal Distributions
• Title not available (Why is that?)
• The multivariate skew-normal distribution
• Title not available (Why is that?)
• Multivariate order statistics via multivariate concomitants
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
• A note on moments of variables summing to normal order statistics
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• Conditional distributions of multivariate normal mean-variance mixtures

Cited In (2)

• 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

Uses Software

• sn
• QRM

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