Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions

DOI10.1016/j.jspi.2009.05.018zbMath1169.62041OpenAlexW2089610455MaRDI QIDQ840734

Ahad Jamalizadeh, Narayanaswamy Balakrishnan

Publication date: 14 September 2009

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.2009.05.018

zbMATH Keywords

order statisticsmoment generating functionmixture distributionorthant probabilitiesgeneralized skew-normal distributionbivariate \(t_{\nu}\)-distributiongeneralized skew-\(t_{\nu}\) distributionmultivariate \(t_{\nu}\)-distributionunified multivariate skew-elliptical distributionunified multivariate skew-normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (17)

Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference ⋮ Unnamed Item ⋮ Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities ⋮ A generalized skew two-piece skew-normal distribution ⋮ Distribution of linear combinations of unordered and ordered components of an elliptical random vector ⋮ \(L\)-statistics from multivariate unified skew-elliptical distributions ⋮ On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions ⋮ Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\) ⋮ Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\) ⋮ 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 ⋮ Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution ⋮ Stochastic ordering of medians in exchangeable trivariate normal vectors ⋮ Properties and Inference for a New Class of Skew-t Distributions ⋮ Prediction in a trivariate normal distribution via a linear combination of order statistics ⋮ Regression mean residual life of a system with three dependent components with normal lifetimes ⋮ Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics

Uses Software

• sn

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