Distribution of linear combinations of unordered and ordered components of an elliptical random vector

DOI10.1016/J.JKSS.2011.09.003zbMATH Open1296.60028OpenAlexW2068151871MaRDI QIDQ459494FDOQ459494

Authors: H. Mahmoodian, A. Pourdarvish, Narayanaswamy Balakrishnan, Ahad Jamalizadeh 

Publication date: 13 October 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.09.003

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zbMATH Keywords

elliptical distributionorder statisticsmixture distributionlinear combinationmultivariate unified skew-\(t\) distributionmultivariate unified skew-elliptical distributionmultivariate unified skew-normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
• Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation
• Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
• A note on skew-elliptical distributions and linear functions of order statistics
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)

Cited In (5)

• Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Title not available (Why is that?)
• Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions
• On the distribution of linear combinations of the components of a Dirichlet random vector

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