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

DOI10.1016/J.JKSS.2011.09.003MaRDI QIDQ459494zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• A note on skew-elliptical distributions and linear functions of order statistics
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• 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
• On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) 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 exact distribution of the maximum of absolutely continuous dependent random variables
• Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• 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
• scientific article; zbMATH DE number 7297813 (Why is no real title available?)
• 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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