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

DOI10.1007/978-3-030-42196-0_3MaRDI QIDQ5050404zbMATH OpenOpenAlexFDO

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

concomitants of order statisticsconditional distribution coherenceconditional expectationcovariance matrixcumulative distribution functiondensity generator functionelliptical distributionenergy testgeneralized Shapiro-Wilk testinduced order statisticsjoint distributionlogistic distributionmarginal distributionmaximized likelihood estimationmixture distributionmoments of distributionmultivariate normal distributionmultivariate student-\(t\) distributionmultivariate truncated normal distributionmultivariate truncated student-\(t\) distributionmultivariate unified skew-\(t\) distributionmultivariate unified skew-elliptical distributionmultivariate unified skew-normal distributionorder statisticsprobability density functionQ-Q plotskew-elliptical distributionskew-symmetric distributionsquare error lossstochastic representationtruncated distribution

Mathematics Subject Classification ID

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

Cites work

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Cited in

(3)

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

Describes a project that uses

Uses Software

• mvShapiroTest

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