On bivariate order statistics from elliptical distributions

DOI10.1080/03610926.2013.861488MaRDI QIDQ2876196zbMATH OpenOpenAlexFDO

Authors Ahad Jamalizadeh, Reza Pourmousa

Publication date 18 August 2014

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

Full work available at URL https://doi.org/10.1080/03610926.2013.861488

zbMATH Keywords

predictionelliptical distributionorder statisticsmixture distributionbivariate order statisticsmultivariate unified skew-elliptical distributionsquared-error loss

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• Concomitants of order statistics from multivariate elliptical distributions
• Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
• Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets

Cites work

• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Modeling maxima of longitudinal contralateral observations
• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• 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 exact distribution of the maximum of absolutely continuous dependent random variables
• Prediction in a trivariate normal distribution via a linear combination of order statistics

Cited in

(11)

• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• Ordering results for elliptical distributions with applications to risk bounds
• Prediction in a trivariate normal distribution via two order statistics
• Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets
• On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• 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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