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

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 order statistics via multivariate concomitants
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• On a class of multivariate distributions closed under concomitance of order statistics
• On the Unification of Families of Skew-normal Distributions
• On the theory of elliptically contoured distributions
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
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• Some results on the truncated multivariate \(t\) distribution
• The multivariate skew-normal distribution

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

Describes a project that uses

Uses Software

• mvShapiroTest

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