Distributional results for L-statistics based on random vectors with multivariate elliptical distributions

zbMATH Open1449.62115MaRDI QIDQ5207091FDOQ5207091

Authors: Alexander R. de Leon, H. Mahmoodian, Ahad Jamalizadeh 

Publication date: 6 January 2020

Full work available at URL: http://chjs.mat.utfsm.cl/volumes/04/01/deLeon_etal(2013).pdf#vol4-number1-2013

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

zbMATH Keywords

order statisticsmixture distributionlinear combinationmultivariate unified skew-elliptical distributionsquared-error loss

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Title not available (Why is that?)
• On the exact distribution of the maximum of absolutely continuous dependent random variables
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• Title not available (Why is that?)
• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
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• Prediction in a trivariate normal distribution via a linear combination of order statistics
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Cited In (8)

• On bivariate order statistics from elliptical distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• \(L\)-statistics from multivariate unified skew-elliptical distributions

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