Order statistics from trivariate normal and t_-distributions in terms of generalized skew-normal and skew-t_ distributions
DOI10.1016/J.JSPI.2009.05.018zbMATH Open1169.62041OpenAlexW2089610455MaRDI QIDQ840734FDOQ840734
Authors: 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
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- A two-parameter generalized skew-normal distribution
- Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
generalized skew-normal distributionorder statisticsmixture distributionmoment generating functionorthant probabilitiesbivariate \(t_{\nu}\)-distributiongeneralized skew-\(t_{\nu}\) distributionmultivariate \(t_{\nu}\)-distributionunified multivariate skew-elliptical distributionunified multivariate skew-normal distribution
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
Cites Work
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Cited In (18)
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of 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 \(t\)
- Properties and inference for a new class of skew-\(t\) distributions
- Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
- Regression mean residual life of a system with three dependent components with normal lifetimes
- Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
- Stochastic ordering of medians in exchangeable trivariate normal vectors
- 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
- Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
- 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
- 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-\(t\)
- 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
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