Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions

DOI10.1016/J.JMVA.2009.12.012zbMATH Open1186.62070OpenAlexW2013216712MaRDI QIDQ968492FDOQ968492

Authors: Ahad Jamalizadeh, Narayanaswamy Balakrishnan 

Publication date: 5 May 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.012

Recommendations

• \(L\)-statistics from multivariate unified skew-elliptical 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
• Concomitants of order statistics from multivariate elliptical distributions
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector
• On bivariate order statistics from elliptical distributions

zbMATH Keywords

elliptical distributionorder statisticsmixture distributionlinear combinationunified skew-\(t\) distributionunified skew-elliptical distributionunified skew-normal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) 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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Cited In (33)

• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• On bivariate order statistics from elliptical distributions
• An overview on the progeny of the skew-normal family -- a personal perspective
• Sequences of elliptical distributions and mixtures of normal distributions
• Authors' rejoinder on ``Birnbaum-Saunders distribution: a review of models, analysis, and applications
• Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
• Properties and inference for a new class of skew-\(t\) distributions
• Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
• On multivariate selection scale-mixtures of normal distributions
• Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability
• Regression mean residual life of a system with three dependent components with normal lifetimes
• Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
• On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
• On the distribution of maximum of multivariate normal random vectors
• 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
• Some properties of skew-symmetric 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
• Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\)
• A note on moment generating function of a linear combination of order statistics from a bivariate Laplace distribution
• Concomitants of multivariate order statistics from multivariate elliptical distributions
• Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions
• \(L\)-statistics from multivariate unified skew-elliptical distributions
• Concomitants of order statistics from multivariate elliptical distributions
• Exact extreme value, product, and ratio distributions under non-standard assumptions
• The order of a univariate elliptical distribution
• Some multivariate singular unified skew-normal distributions and their application
• Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions
• Geometric representations of multivariate skewed elliptically contoured distributions
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution
• Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions

Uses Software

• sn

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