Distributional results for L-statistics based on random vectors with multivariate elliptical distributions
From MaRDI portal
Publication:5207091
Recommendations
- On bivariate order statistics from elliptical distributions
- \(L\)-statistics from multivariate unified skew-elliptical distributions
- Concomitants of order statistics from multivariate elliptical distributions
- Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
- Concomitants of multivariate order statistics from multivariate elliptical distributions
Cites work
- scientific article; zbMATH DE number 3615719 (Why is no real title available?)
- scientific article; zbMATH DE number 1217513 (Why is no real title available?)
- A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
- A general class of multivariate skew-elliptical distributions
- A note on skew-elliptical distributions and linear functions of order statistics
- Concomitants of order statistics from multivariate elliptical distributions
- Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
- Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
- Modeling maxima of longitudinal contralateral observations
- Multivariate extended skew-\(t\) distributions and related families
- Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
- Multivariate unified skew-elliptical distributions
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- On fundamental skew distributions
- On linear functions of ordered correlated normal random variables
- 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
- On the exact distribution of the sum of the largestn−kout ofnnormal random variables with differing mean values
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
- Prediction in a trivariate normal distribution via a linear combination of order statistics
- 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
(8)- On bivariate order statistics from elliptical distributions
- scientific article; zbMATH DE number 5769729 (Why is no real title available?)
- scientific article; zbMATH DE number 108298 (Why is no real title available?)
- Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets
- Distribution of linear combinations of unordered and ordered components of an elliptical random vector
- Concomitants of multivariate order statistics from multivariate elliptical distributions
- \(L\)-statistics from multivariate unified skew-elliptical distributions
- Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
This page was built for publication: Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5207091)
