On the exact distribution of linear combinations of order statistics from dependent random variables

DOI10.1016/j.jmva.2006.12.003zbMath1139.62028OpenAlexW2119299556WikidataQ99153351 ScholiaQ99153351MaRDI QIDQ2426736

Marc G. Genton, Reinaldo B. Arellano-Valle

Publication date: 23 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.12.003

zbMATH Keywords

kurtosis maximum skewness exchangeable selection mechanism elliptically contoured fundamental skew distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Applications of statistics (62P99)

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