Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data-Reference-Cited by-同舟云学术

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Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data

Published:2016-11-11 Issue:22 Volume:46 Page:10991-11009
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Jamalizadeh Ahad¹,Pourmousa Reza¹,Amiri Mehdi²,Balakrishnan N.³

Affiliation:

1. Department of Statistics, Faculty of Mathematics & Computer, Shahid Bahonar University of Kerman, Kerman, Iran

2. Department of Statistics, Faculty of Basic Sciences, University of Hormozgan, Bandar Abbas, Iran

3. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2016.1257719

Reference28 articles.

1. Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions

2. On the Unification of Families of Skew-normal Distributions

3. A unified view on skewed distributions arising from selections

4. On the exact distribution of linear combinations of order statistics from dependent random variables

5. On the exact distribution of the maximum of absolutely continuous dependent random variables

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios;Statistical Methods & Applications;2021-11-22

2. Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions;Communications in Statistics - Simulation and Computation;2019-04-03

3. Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability;Communications in Statistics - Theory and Methods;2018-12-29

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