Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors

DOI10.1007/978-3-030-42196-0_3OpenAlexW3048383411MaRDI QIDQ5050404FDOQ5050404

Authors: Ahad Jamalizadeh, Roohollah Roozegar, Mehrdad Naderi, Narayanaswamy Balakrishnan 

Publication date: 15 November 2022

Published in: Emerging Topics in Statistics and Biostatistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-42196-0_3

zbMATH Keywords

multivariate normal distributioncumulative distribution functioncovariance matrixelliptical distributionlogistic distributionprobability density functionorder statisticsconditional expectationmixture distributionskew-elliptical distributionmarginal distributionQ-Q plotskew-symmetric distributionstochastic representationjoint distributionconcomitants of order statisticstruncated distributionmultivariate unified skew-\(t\) distributionmultivariate unified skew-elliptical distributionmultivariate unified skew-normal distributioninduced order statisticsmoments of distributionsquare error lossgeneralized Shapiro-Wilk testconditional distribution coherencedensity generator functionenergy testmaximized likelihood estimationmultivariate student-\(t\) distributionmultivariate truncated normal distributionmultivariate truncated student-\(t\) distribution

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

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• Multivariate unified skew-elliptical distributions
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• Multivariate order statistics via multivariate concomitants
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• On a class of multivariate distributions closed under concomitance of order statistics
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions

Cited In (3)

• Stochastic orderings for elliptical random vectors
• Multivariate properties of random vectors of order statistics
• Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering

Uses Software

• mvShapiroTest

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