Explicit expressions for moments of t order statistics

DOI10.1016/J.CRMA.2007.10.027MaRDI QIDQ2464265zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 12 December 2007

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2007.10.027

Mathematics Subject Classification ID

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

Recommendations

• Characteristic function of the order statistics of the Student's \(t\) distribution
• Explicit expressions for moments of order statistics
• EXPLICIT EXPRESSIONS FOR MOMENTS OF NORMAL ORDER STATISTICS
• scientific article; zbMATH DE number 5364240
• Explicit expressions for moments of log normal order statistics

Cites work

• Bounds for expected values of order statistics
• scientific article; zbMATH DE number 3587359 (Why is no real title available?)
• scientific article; zbMATH DE number 512454 (Why is no real title available?)
• On a class of incomplete gamma functions with applications

Cited in

(11)

• Some identities for the moments of random variables having a linear rescaling the Student's t distribution
• On the joint distribution of Studentized order statistics
• Efficient and robust estimation for autoregressive regression models using shape mixtures of skew t normal distribution
• Moments for some Kumaraswamy generalized distributions
• Truncated-exponential skew-symmetric distributions
• scientific article; zbMATH DE number 5364240 (Why is no real title available?)
• Closed-form expressions for moments of a class of beta generalized distributions
• Efficient algorithms for robust estimation in autoregressive regression models using Student’stdistribution
• Characteristic function of the order statistics of the Student's \(t\) distribution
• EXPLICIT EXPRESSIONS FOR MOMENTS OF F ORDER STATISTICS
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution

Describes a project that uses

Uses Software

• Lauricella Functions

This page was built for publication: Explicit expressions for moments of \(t\) order statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2464265)