Concomitants of order statistics from multivariate elliptical distributions

DOI10.1016/J.JSPI.2011.07.010zbMATH Open1231.62094OpenAlexW2016544466MaRDI QIDQ645609FDOQ645609

Authors: Ahad Jamalizadeh, Narayanaswamy Balakrishnan 

Publication date: 10 November 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.07.010

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• 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
• On bivariate order statistics from elliptical distributions
• The exact joint distribution of concomitants of order statistics and their order statistics under normality
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions

zbMATH Keywords

mixturemultivariate \(t\)order statisticsmultivariate normalmultivariate elliptical distributionconcomitantsmultivariate unified skew-elliptical distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

Cites Work

• On the theory of elliptically contoured distributions
• On fundamental skew distributions
• On the Unification of Families of Skew-normal Distributions
• Convergence of sample paths of normalized sums of induced order statistics
• Multivariate unified skew-elliptical distributions
• Title not available (Why is that?)
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Concomitants of order statistics for dependent samples
• Modeling maxima of longitudinal contralateral observations
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations

Cited In (16)

• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• On bivariate order statistics from elliptical distributions
• Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors
• The exact joint distribution of concomitants of order statistics and their order statistics under normality
• Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
• Prediction of variables via their order statistics in bivariate elliptical distributions with application in the financial markets
• Order statistics and their concomitants from multivariate normal mean-variance mixture distributions with application to Swiss markets data
• Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
• Inequalities for the partial sums of elliptical order statistics related to genetic selection
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• 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
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• 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
• On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution
• On the exact distribution of linear combinations of order statistics from dependent random variables

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