Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
DOI10.1016/J.STAMET.2009.08.001zbMATH Open1220.62016OpenAlexW2037623492MaRDI QIDQ537407FDOQ537407
Authors: H. Mahmoodian, Narayanaswamy Balakrishnan, Ahad Jamalizadeh 
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2009.08.001
Recommendations
- Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- \(L\)-statistics from multivariate unified skew-elliptical distributions
- Distribution of linear combinations of unordered and ordered components of an elliptical random vector
- Concomitants of order statistics from multivariate elliptical distributions
Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)
Cites Work
- Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Skew-normal Distribution and Related Multivariate Families*
- A general class of multivariate skew-elliptical distributions
- On the theory of elliptically contoured distributions
- On fundamental skew distributions
- On the Unification of Families of Skew-normal Distributions
- Title not available (Why is that?)
- The multivariate skew-normal distribution
- Title not available (Why is that?)
- A Bayesian interpretation of the multivariate skew-normal distribution.
- Additive properties of skew normal random vectors
- On the exact distribution of the maximum of absolutely continuous dependent random variables
- Quadratic forms for skew-normal random vectors
- On the exact distribution of linear combinations of order statistics from dependent random variables
- On linear functions of ordered correlated normal random variables
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
- On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
- A note on skew-elliptical distributions and linear functions of order statistics
- Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
- Modeling maxima of longitudinal contralateral observations
- Some results on the stress-strength model for skew-normal variates
- The exact sampling distribution of \(L\)-statistics
- Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
- Title not available (Why is that?)
- A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
- Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
Cited In (6)
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
- Distribution of linear combinations of unordered and ordered components of an elliptical random vector
- On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics
- Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
- \(L\)-statistics from multivariate unified skew-elliptical distributions
Uses Software
This page was built for publication: Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537407)
