Multivariate distributions with support above the diagonal

Biometrika

Volumn 91, Issue 4, 2004, Pages 975-986

  Jones, M C ^a   Larsen, P V ^b  

^a OPEN UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

Author keywords

Bivariate gamma distribution; Dirichlet distribution; Extreme value distribution; Half plane; Joint distribution of order statistics; Log F distribution; Skew t distribution

Indexed keywords

EID: 11144306061     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.4.975     Document Type: Article

References (31)

1. ARNOLD, B. C., BALAKRISHNAN, N. & NAGARAJA, H. N. (1992). A First Course in Order Statistics. New York: Wiley.
2. AROIAN, L. A. (1941). A study of R. A. Fisher's z distribution and the related F distribution. Ann. Math. Statist. 12, 429-48.
3. BARNDORFF-NIELSEN, O., KENT, J. & SØRENSEN, M. (1982). Normal variance-mean mixtures and z distributions. Int. Statist. Rev. 50, 145-59.
4. BICKEL, P. J. (1967). Some contributions to the theory of order statistics. In Proc. 5th Berkeley Symp. Math. Statist. Prob., Ed. L. M. Lecam and J. Neyman, pp. 575-91. Berkeley, CA: University of California Press.
5. BOLAND, P. J., HOLLANDER, M., JOAG-DEV, K. & KOCHAR, S. (1996). Bivariate dependence properties of order statistics. J. Mult. Anal. 56, 75-89.
6. BROWN, B. M., SPEARS, F. M. & LEVY, L. B. (2002). The log F: a distribution for all seasons. Camp. Statist. 17, 47-58.
7. COLES, S. (2001). An Introduction to Statistical Modeling of Extreme Values. London: Springer.
8. DAVID, H. A. & NAGARAJA, H. N. (2003). Order Statistics, 3rd ed. Hoboken, NJ: Wiley.
9. DE VANY, A. & WALLS, W. D. (1999). Uncertainty in the movie industry: does star power reduce the terror of the box office? J. Cult. Econ. 23, 285-318.
10. FISHER, R. A. (1924). On a distribution yielding the error functions of several well known statistics. In Proc. Int. Congress Math., Toronto, Volume 2, pp. 805-13.
11. GALAMBOS, J. (1987). The Asymptotic Theory of Extreme Order Statistics, 2nd ed. Melbourne, FL: Kreiger.
12. GORDINA, A. D., NIKOLSKIY, V. N., NIERMANN, U., BINGEL, F. & SUBBOTIN, A. A. (1997). New data on the morphological differences of anchovy eggs (Engraulis encrasicolus L) in the Black Sea. Fish. Res. 31, 139-45.
13. HARMEL, R. D., RICHARDSON, C. W., HANSON, C. L. & JOHNSON, G. L. (2002). Evaluating the adequacy of simulating maximum and minimum daily air temperature with the normal distribution. J. Appl. Meteorol. 41, 744-53.
14. HOLLAND, P. W. & WANG, Y. J. (1987). Dependence function for continuous bivariate densities. Commun. Statist. A 16, 863-76.
15. JOE, H. (1997). Multivariate Models and Dependence Concepts. London: Chapman and Hall.
16. JOFFRES, M. R., HAMET, P., MACLEAN, D. R., L'ITALIEN, G. J. & FODOR, G. (2001). Distribution of blood pressure and hypertension in Canada and the United States. Am. J. Hypertens. 14, 1099-105.
17. JOLLIFFE, I. T. & HOPE, P. B. (1996). Bounded bivariate distributions with nearly normal marginals. Am. Statist. 50, 17-20.
18. JONES, M. C. (2001). A skew t distribution. In Probability and Statistical Models with Applications, Ed. C. A. Charalambides, M. V. Koutras and N. Balakrishnan, pp. 269-77. London: Chapman and Hall/CRC.
19. JONES, M. C. (2002a). On fractional uniform order statistics. Statist. Prob. Lett. 58, 93-6.
20. JONES, M. C. (2002b). Student's simplest distribution. Statistician 51, 41-9.
21. JONES, M. C. (2004). Families of distributions arising from distributions of order statistics (with Discussion). Test 13, 1-43.
22. JONES, M. C., & FADDY, M. J. (2003). A skew extension of the t distribution, with applications. J. R. Statist. Soc. B 65, 159-74.
23. KADANE, J. B., DICKEY, J. M., WINKLER, R. M., SMITH, W. S. & PETERS, S. C. (1980). Interactive elicitation of opinion for a normal linear model. J. Am. Statist. Assoc. 75, 845-54.
24. KOTZ, S., BALAKRISHNAN, N. & JOHNSON, N. L. (2000). Continuous Multivariate Distributions. 1: Models and Applications, 2nd ed. New York: Wiley.
25. MCKAY, A. T. (1934). Sampling from batches. J. R. Statist. Soc. Suppl. 1, 207-16.
26. NADARAJAH, S., ANDERSON, C. W. & TAWN, J. A. (1998). Ordered multivariate extremes. J. R. Statist. Soc. B 60, 473-96.
27. PAPADATOS, N. (1995). Intermediate order statistics with applications to nonparametric estimation. Statist. Prob. Lett. 22, 231-8.
28. PARLANGE, M. B. & KATZ, R. W. (2000). An extended version of the Richardson model for simulating daily weather variables. J. Appl. Meteorol. 39, 610-22.
29. PRENTICE, R. L. (1975). Discrimination among some parametric models. Biometrika 62, 607-14.
30. REISS, R. D. (1989). Approximate Distributions of Order Statistics. New York: Springer.
31. STIGLER, S. M. (1977). Fractional order statistics, with applications. J. Am. Statist. Assoc. 72, 544-50.