Concomitants of multivariate order statistics from multivariate elliptical distributions

DOI10.1080/03610926.2013.835416MaRDI QIDQ2807720zbMATHOpenAlexFDO

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

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)

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Cites work

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

Cited in

(9)

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

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