Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
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Publication:689523
DOI10.1016/0167-7152(93)90253-FzbMATH Open0783.62042OpenAlexW2062054431MaRDI QIDQ689523FDOQ689523
Authors: Narayanaswamy Balakrishnan 
Publication date: 12 December 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90253-f
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- On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution
- The exact joint distribution of concomitants of order statistics and their order statistics under normality
- A note on moments of variables summing to normal order statistics
multivariate normal distributionmeanscovariancesinduced order statisticsmultivariate order statisticsvariancesordering by linear combinationsstandard normal order statistics
Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)
Cites Work
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- Convergence of sample paths of normalized sums of induced order statistics
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- General distribution theory of the concomitants of order statistics
- Title not available (Why is that?)
- The asymptotic theory of concomitants of order statistics
- Concomitants and correlation estimates
- Distribution and expected value of the rank of a concomitant of an order statistics
- Moments of variables summing to normal order statistics
- A note on invariance principles for induced order statistics
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A note on moments of variables summing to normal order statistics
Cited In (24)
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- A note on moments of variables summing to normal order statistics
- 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 \(t\)
- On multivariate selection scale-mixtures of normal distributions
- A new bivariate distribution with uniform marginals
- On the multivariate \(\gamma\)-ordered normal distribution
- On some exact distributions in ranked set sampling
- Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution
- Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) 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 order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
- Multivariate order statistics via multivariate concomitants
- Multivariate order statistics
- Covariance between variables and their order statistics for multivariate normal variables
- 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
- Concomitants of order statistics from multivariate elliptical distributions
- Multivariate properties of random vectors of order statistics
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering
- Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution
- Order statistics with multivariate concomitants: stochastic comparisons
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