Exact distributions of order statistics of dependent random variables from l_n,p-symmetric sample distributions, n\3,4\
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Publication:325015
\(p\)-generalized Gaussian and Laplace distributionsdensity generatorextreme value statisticsfinancial data analysisgeometric measure representation
Probability distributions: general theory (60E05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited in
(7)- Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions
- On \(p\)-generalized elliptical random processes
- On \((p_{1},\dots,p_{k})\)-spherical 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
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
- Modelling extremal data
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