On bivariate order statistics from elliptical distributions

DOI10.1080/03610926.2013.861488zbMATH Open1462.62304OpenAlexW2035795906MaRDI QIDQ2876196FDOQ2876196

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

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

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)

Cites Work

• On the Unification of Families of Skew-normal Distributions
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• 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
• Modeling maxima of longitudinal contralateral observations
• Prediction in a trivariate normal distribution via a linear combination of order statistics
• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
• Nonlinear regression in a trivariate elliptical 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
• Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• 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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