On order statistics from bivariate skew-normal and skew-t_ distributions

DOI10.1016/J.JSPI.2008.03.035zbMATH Open1146.62035OpenAlexW2068057120MaRDI QIDQ951085FDOQ951085

Authors: Ahad Jamalizadeh, Narayanaswamy Balakrishnan 

Publication date: 29 October 2008

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.2008.03.035

Recommendations

• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
• \(L\)-statistics from multivariate unified skew-elliptical distributions
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution

zbMATH Keywords

generalized skew-normal distributionmoment generating functionbivariate skew-\(t\) distributiongeneralized skew-\(t\) 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)

Cites Work

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• On linear functions of ordered correlated normal random variables
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
• Some results on the stress-strength model for skew-normal variates
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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
• 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
• 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
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• A generalized skew two-piece skew-elliptical distribution
• 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
• Distribution of linear functions from ordered bivariate log-normal distribution
• 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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