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

MaRDI QIDQ5207091zbMATH OpenFDO

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

zbMATH Keywords

linear combinationmixture distributionmultivariate unified skew-elliptical distributionorder statisticssquared-error loss

Mathematics Subject Classification ID

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

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Cites work

• A general class of multivariate skew-elliptical distributions
• A note on skew-elliptical distributions and linear functions of order statistics
• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
• 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
• scientific article; zbMATH DE number 3615719 (Why is no real title available?)
• scientific article; zbMATH DE number 1217513 (Why is no real title available?)
• 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 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
• On the Unification of Families of Skew-normal Distributions
• 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)

• \(L\)-statistics from multivariate unified skew-elliptical distributions
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• 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?)
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets

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