Order statistics from trivariate normal and tν-distributions in terms of generalized skew-normal and skew-tν distributions

Journal of Statistical Planning and Inference

Volumn 139, Issue 11, 2009, Pages 3799-3819

  Jamalizadeh, A ^a   Balakrishnan, N ^b  

^a SHAHID BAHONAR UNIVERSITY OF KERMAN   (Iran)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

Bivariate t distribution; Generalized skew normal distribution; Generalized skew t distribution; Mixture distribution; Moment generating function; Multivariate t distribution; Order statistics; Orthant probabilities; Unified multivariate skew elliptical distribution; Unified multivariate skew normal distribution

Indexed keywords

EID: 68049086631     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.05.018     Document Type: Article

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