Order statistics from trivariate normal and t_-distributions in terms of generalized skew-normal and skew-t_ distributions
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Publication:840734
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
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- Moments of ordered bivariate log-normal distributions
- Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
- On fundamental skew distributions
- On linear functions of ordered correlated normal random variables
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- On the Unification of Families of Skew-normal Distributions
- On the exact distribution of linear combinations of order statistics from dependent random variables
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- On the order statistics from equally correlated normal random variables
- On the theory of elliptically contoured distributions
- Probability Integrals of Multivariate Normal and Multivariate $t^1$
- Quadratic forms for skew-normal random vectors
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- Recurrence relations between the P.D.F.'S of order statistics of dependent variables, and some applications
- Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
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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
- A generalized skew two-piece skew-normal distribution
- Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities
- Distribution of linear combinations of unordered and ordered components of an elliptical random vector
- Distributional results for \(L\)-statistics based on random vectors with multivariate 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 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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