Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t
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Publication:961202
DOI10.1016/J.CSDA.2008.11.002zbMATH Open1452.62360OpenAlexW2041933477MaRDI QIDQ961202FDOQ961202
Authors: Ahad Jamalizadeh, Mohsen Khosravi, Narayanaswamy Balakrishnan 
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.002
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Cites Work
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- On the exact distribution of linear combinations of order statistics from dependent random variables
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- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
- On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
- Modeling maxima of longitudinal contralateral observations
- Correlation Analysis of Extreme Observations from a Multivariate Normal Distribution
- A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
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Cited In (23)
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- Title not available (Why is that?)
- 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
- On some sampling distributions for skew-normal population
- Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
- 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
- Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
- 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 a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics
- Distribution of linear functions from ordered bivariate log-normal distribution
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns
- On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type
- 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
- Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
- Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
- Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
- On some study of skew-t distributions
- Title not available (Why is that?)
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