Concomitants of order statistics from bivariate phase-type distributions with continuous density functions

DOI10.1080/15326349.2020.1761389zbMATH Open1466.62319OpenAlexW3025099579MaRDI QIDQ4988560FDOQ4988560

Azucena Campillo Navarro

Publication date: 17 May 2021

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2020.1761389

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zbMATH Keywords

order statisticsconcomitantsbivariate phase-type distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

Cites Work

• Functions of Matrices
• Matrix-Exponential Distributions in Applied Probability
• Convergence of sample paths of normalized sums of induced order statistics
• Hitting probabilities and hitting times for stochastic fluid flows
• One-Parameter Semigroups for Linear Evolution Equations
• Order Statistics
• Non-negative matrices and Markov chains. 2nd ed
• A New Class of Multivariate Phase Type Distributions
• Noncommutative functional calculus. Theory and applications of slice hyperholomorphic functions
• Characterization of phase-type distributions
• General distribution theory of the concomitants of order statistics
• A Stochastic Two-Dimensional Fluid Model
• The asymptotic theory of concomitants of order statistics
• Role of concomitants of order statistics in determining parent bivariate distributions
• Bivariate pseudo-Gompertz distribution and concomitants of its order statistics
• Effective bandwidths for Markov regenerative sources
• On the use of functional calculus for phase-type and related distributions
• A semi-explicit density function for Kulkarni's bivariate phase-type distribution

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Uses Software

• mftoolbox

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