Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t
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Cites work
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- A Correlation Model Useful in the Study of Twins
- A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
- A new class of skew-Cauchy distributions
- Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Modeling maxima of longitudinal contralateral observations
- On linear functions of ordered correlated normal random variables
- On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
- On the exact distribution of linear combinations of order statistics from dependent random variables
- On the exact distribution of the maximum of absolutely continuous dependent random variables
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
- Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
- Statistical implications of selectively reported inferential results
- The Skew-normal Distribution and Related Multivariate Families*
- The multivariate skew-normal distribution
Cited in
(23)- \(L\)-statistics from multivariate unified skew-elliptical distributions
- Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
- Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
- Distribution of linear functions from ordered bivariate log-normal distribution
- Prediction in a trivariate normal distribution via a linear combination of order statistics
- Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
- Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- On some sampling distributions for skew-normal population
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns
- Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
- Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
- 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
- Properties and inference for a new class of skew-\(t\) 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
- Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
- Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
- On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type
- On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics
- On some study of skew-\(t\) distributions
- Distribution of linear combinations of unordered and ordered components of an elliptical random vector
- Folded bivariate distributions as models for magnitude correlation
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