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

DOI10.1016/J.JSPI.2008.03.035MaRDI QIDQ951085zbMATH OpenOpenAlexFDO

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

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)

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

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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
• 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
• Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution
• 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
• A generalized skew two-piece skew-elliptical distribution
• 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
• Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) 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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