Concomitants of multivariate order statistics from multivariate elliptical distributions

DOI10.1080/03610926.2013.835416zbMath1336.60078OpenAlexW2310170843MaRDI QIDQ2807720

Ahad Jamalizadeh, Roohollah Roozegar, Alireza Nematollahi

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.835416

zbMATH Keywords

mixture distributionbivariate order statisticsmultivariate elliptical distributionconcomitantsmultivariate unified skew-elliptical distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Continuity and singularity of induced measures (60G30)

Related Items (2)

On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution ⋮ On multivariate selection scale-mixtures of normal distributions

Cites Work

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• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• Concomitants of order statistics from multivariate elliptical distributions
• A new test for multivariate normality
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Concomitants of order statistics for dependent samples
• On the theory of elliptically contoured distributions
• Convergence of sample paths of normalized sums of induced order statistics
• On the exact distribution of linear combinations of order statistics from dependent random variables
• Concomitants of Multivariate Order Statistics With Application to Judgment Poststratification
• On the Unification of Families of Skew-normal Distributions

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