Concomitants of multivariate order statistics from multivariate elliptical distributions

DOI10.1080/03610926.2013.835416zbMATH Open1336.60078OpenAlexW2310170843MaRDI QIDQ2807720FDOQ2807720

Authors: Roohollah Roozegar, Ahad Jamalizadeh, 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

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zbMATH Keywords

mixture distributionbivariate order statisticsmultivariate elliptical distributionconcomitantsmultivariate unified skew-elliptical distribution

Mathematics Subject Classification ID

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

Cites Work

• A Generalization of Shapiro–Wilk's Test for Multivariate Normality
• A new test for multivariate normality
• Applied multivariate statistical analysis.
• On the theory of elliptically contoured distributions
• On the Unification of Families of Skew-normal 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
• 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
• Concomitants of Multivariate Order Statistics With Application to Judgment Poststratification
• Concomitants of order statistics from multivariate elliptical distributions

Cited In (9)

• On bivariate order statistics from elliptical distributions
• On multivariate selection scale-mixtures of normal distributions
• Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets
• Order statistics and their concomitants from multivariate normal mean-variance mixture distributions with application to Swiss markets data
• On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
• Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
• Multivariate order statistics via multivariate concomitants
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• Concomitants of order statistics from multivariate elliptical distributions

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