On linear functions of ordered correlated normal random variables

Cited in

(21)

On the exact distribution of linear combinations of order statistics from dependent random variables
Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
Linear/nonlinear forms and the normal law: Characterization by high order correlations
A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
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 \(t\)
Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
Modeling maxima of longitudinal contralateral observations
Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
Distribution of a linear function of correlated ordered variables
Statistical aspects of the scalar extended skew-normal distribution
On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
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
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
Distribution of linear functions from ordered bivariate log-normal distribution
Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
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
Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution

This page was built for publication: On linear functions of ordered correlated normal random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5550797)