Concomitants of order statistics from multivariate elliptical distributions

DOI10.1016/J.JSPI.2011.07.010MaRDI QIDQ645609zbMATHOpenAlexFDO

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

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)

Recommendations

• 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

Cites work

• scientific article; zbMATH DE number 1194779 (Why is no real title available?)
• Concomitants of order statistics for dependent samples
• Convergence of sample paths of normalized sums of induced order statistics
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Modeling maxima of longitudinal contralateral observations
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
• Multivariate unified skew-elliptical distributions
• On fundamental skew distributions
• On the Unification of Families of Skew-normal Distributions
• On the theory of elliptically contoured distributions

Cited in

(16)

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

This page was built for publication: Concomitants of order statistics from multivariate elliptical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645609)