메뉴 건너뛰기




Volumn 53, Issue 12, 2009, Pages 4018-4027

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

Author keywords

[No Author keywords available]

Indexed keywords

BIVARIATE; BIVARIATE T-DISTRIBUTION; CUMULATIVE DISTRIBUTION FUNCTION; DEGREES OF FREEDOM; EXPLICIT EXPRESSIONS; INTEGRAL VALUES; LINEAR COMBINATION OF ORDER STATISTICS; LINEAR COMBINATIONS; MEAN VECTOR; ORDER STATISTICS; RECURRENCE RELATIONS; T DISTRIBUTION;

EID: 69449100953     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.07.018     Document Type: Article
Times cited : (10)

References (24)
  • 2
    • 35349015206 scopus 로고    scopus 로고
    • On the exact distribution of linear combinations of order statistics from dependent random variables
    • Arellano-Valle R.B., and Genton M.G. On the exact distribution of linear combinations of order statistics from dependent random variables. Journal of Multivariate Analysis 98 (2007) 1876-1894
    • (2007) Journal of Multivariate Analysis , vol.98 , pp. 1876-1894
    • Arellano-Valle, R.B.1    Genton, M.G.2
  • 3
    • 36148943232 scopus 로고    scopus 로고
    • On the exact distribution of the maximum of absolutely dependent random variables
    • Arellano-Valle R.B., and Genton M.G. On the exact distribution of the maximum of absolutely dependent random variables. Statistics & Probability Letters 78 (2008) 27-35
    • (2008) Statistics & Probability Letters , vol.78 , pp. 27-35
    • Arellano-Valle, R.B.1    Genton, M.G.2
  • 4
    • 0036619050 scopus 로고    scopus 로고
    • Skew multivariate models related to hidden truncation and/or selective reporting (with discussions)
    • Arnold B.C., and Beaver R.J. Skew multivariate models related to hidden truncation and/or selective reporting (with discussions). Test 11 (2002) 7-54
    • (2002) Test , vol.11 , pp. 7-54
    • Arnold, B.C.1    Beaver, R.J.2
  • 5
    • 0001036819 scopus 로고
    • A class of distributions which includes the normal ones
    • Azzalini A. A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12 (1985) 171-178
    • (1985) Scandinavian Journal of Statistics , vol.12 , pp. 171-178
    • Azzalini, A.1
  • 6
    • 0001611066 scopus 로고
    • Further results on a class of distributions which includes the normal ones
    • Azzalini A. Further results on a class of distributions which includes the normal ones. Statistica 46 (1986) 199-208
    • (1986) Statistica , vol.46 , pp. 199-208
    • Azzalini, A.1
  • 7
    • 19744373319 scopus 로고    scopus 로고
    • The skew-normal distribution and related multivariate families
    • Azzalini A. The skew-normal distribution and related multivariate families. Scandinavian Journal of Statistics 32 (2005) 159-188
    • (2005) Scandinavian Journal of Statistics , vol.32 , pp. 159-188
    • Azzalini, A.1
  • 8
    • 0037900005 scopus 로고    scopus 로고
    • Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution
    • Azzalini A., and Capitanio A. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution. Journal of the Royal Statistical Society, Series B 65 (2003) 367-389
    • (2003) Journal of the Royal Statistical Society, Series B , vol.65 , pp. 367-389
    • Azzalini, A.1    Capitanio, A.2
  • 9
    • 0001417140 scopus 로고    scopus 로고
    • The multivariate skew-normal distribution
    • Azzalini A., and Dalla Valle A. The multivariate skew-normal distribution. Biometrika 83 (1996) 715-726
    • (1996) Biometrika , vol.83 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 10
    • 43949165599 scopus 로고
    • Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
    • Balakrishnan N. Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations. Statistics & Probability Letters 17 (1993) 343-350
    • (1993) Statistics & Probability Letters , vol.17 , pp. 343-350
    • Balakrishnan, N.1
  • 11
    • 0000463734 scopus 로고
    • Identifiability of the multinormal and other distributions under competing risks model
    • Basu A.P., and Ghosh J.K. Identifiability of the multinormal and other distributions under competing risks model. Journal of Multivariate Analysis 8 (1978) 413-429
    • (1978) Journal of Multivariate Analysis , vol.8 , pp. 413-429
    • Basu, A.P.1    Ghosh, J.K.2
  • 16
    • 33745366454 scopus 로고    scopus 로고
    • A note on the distributions of linear functions of two ordered correlated normal random variables
    • Genc A. A note on the distributions of linear functions of two ordered correlated normal random variables. Communications in Statistics-Theory and Methods 35 (2006) 989-995
    • (2006) Communications in Statistics-Theory and Methods , vol.35 , pp. 989-995
    • Genc, A.1
  • 17
    • 33745369429 scopus 로고
    • On linear functions of ordered correlated normal random variables
    • Gupta S.S., and Pillai K.C.S. On linear functions of ordered correlated normal random variables. Biometrika 52 (1965) 367-379
    • (1965) Biometrika , vol.52 , pp. 367-379
    • Gupta, S.S.1    Pillai, K.C.S.2
  • 18
    • 0000811912 scopus 로고
    • A probabilistic representation of the skew-normal distribution
    • Henze N.A. A probabilistic representation of the skew-normal distribution. Scandinavian Journal of Statistics 13 (1986) 271-275
    • (1986) Scandinavian Journal of Statistics , vol.13 , pp. 271-275
    • Henze, N.A.1
  • 21
    • 58549092964 scopus 로고    scopus 로고
    • Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t
    • Jamalizadeh A., Khosravi M., and Balakrishnan N. Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t. Computational Statistics & Data Analysis 53 (2009) 847-852
    • (2009) Computational Statistics & Data Analysis , vol.53 , pp. 847-852
    • Jamalizadeh, A.1    Khosravi, M.2    Balakrishnan, N.3
  • 22
    • 55549110055 scopus 로고    scopus 로고
    • A note on skew-elliptical distributions and linear functions of order statistics
    • Loperfido N. A note on skew-elliptical distributions and linear functions of order statistics. Statistics & Probability Letters 78 (2008) 3184-3186
    • (2008) Statistics & Probability Letters , vol.78 , pp. 3184-3186
    • Loperfido, N.1
  • 23
    • 34547320472 scopus 로고
    • A note on linear functions of ordered correlated normal random variables
    • Nagaraja H.N. A note on linear functions of ordered correlated normal random variables. Biometrika 69 (1982) 284-285
    • (1982) Biometrika , vol.69 , pp. 284-285
    • Nagaraja, H.N.1
  • 24
    • 33645789262 scopus 로고    scopus 로고
    • On the exact distribution of the sum of the largest n - k out of n normal random variables with differing means
    • Wiens D.P., Beaulieu P., and Loskot N.C. On the exact distribution of the sum of the largest n - k out of n normal random variables with differing means. Statistics 40 (2005) 165-173
    • (2005) Statistics , vol.40 , pp. 165-173
    • Wiens, D.P.1    Beaulieu, P.2    Loskot, N.C.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.