Recurrence relations for bivariate t and extended skew-t distributions and an application to order statistics from bivariate t

Computational methods for problems pertaining to statistics (62-08) Order statistics; empirical distribution functions (62G30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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A note on skew-elliptical distributions and linear functions of order statistics
A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
A skew item response model
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
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Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
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Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized 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-\(t\)
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Cited in

(12)

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Models for extremal dependence derived from skew-symmetric families
Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference
Distribution of linear combinations of unordered and ordered components of an elliptical random vector
Balakrishnan Skew-tDistribution and Associated Statistical Characteristics
Distributional results for L-statistics based on random vectors with multivariate elliptical distributions
Folded bivariate distributions as models for magnitude correlation
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
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-\(t\)

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