Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors

DOI10.1080/03610920601126175zbMath1128.62014OpenAlexW2085733248MaRDI QIDQ5421531

Carlos J. Sandoval, Jorge Navarro, Nicola M. R. Loperfido, José-María Ruiz

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601126175

zbMATH Keywords

mean residual lifehazard ratemonotone likelihood ratiolog-concavityclosed skew-normal distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (19)

Bound on FWER for correlated normal ⋮ Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference ⋮ Unnamed Item ⋮ Characterizations by Power Contractions of Order Statistics ⋮ Regression mean residual life of a parallel system of dependent components ⋮ Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions ⋮ On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution ⋮ Bivariate odds ratio and association measures ⋮ On the moments of order statistics coming from the Topp-Leone distribution ⋮ Distribution and moments of the vector of the maximum of two absolutely continuous random vectors ⋮ Some properties of the minimum and the maximum of random variables with joint logconcave distributions ⋮ A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation ⋮ Stochastic ordering of medians in exchangeable trivariate normal vectors ⋮ Properties and Inference for a New Class of Skew-t Distributions ⋮ The distribution of the minimum of a positive sample ⋮ Study of some measures of dependence between order statistics and systems ⋮ Singular value decomposition of the third multivariate moment ⋮ FWER goes to zero for correlated normal ⋮ Regression mean residual life of a system with three dependent components with normal lifetimes

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