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Communications in Statistics - Theory and Methods Volume 36, 2007 - Issue 9
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EXTREME VALUE THEORY AND ORDER STATISTICS

Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors

Nicola Loperfido Facoltà di Economia, Università di Urbino, Urbino, ItalyCorrespondence[email protected]
,
Jorge Navarro Facultad de Matemáticas, Universidad de Murcia, Murcia, Spain
,
Jose M. Ruiz Facultad de Matemáticas, Universidad de Murcia, Murcia, Spain
&
Carlos J. Sandoval Departamento de Informática de Sistemas, Universidad Católica San Antonio de Murcia, Murcia, Spain
Pages 1719-1733 | Received 30 Jul 2005, Accepted 05 Jul 2006, Published online: 30 Jun 2007

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Monitirtha Dey. (2022) Behavior of FWER in Normal Distributions. Communications in Statistics - Theory and Methods 0:0, pages 1-15.
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Roohollah Roozegar, Alireza Nematollahi & Ahad Jamalizadeh. (2016) Properties and Inference for a New Class of Skew-t Distributions. Communications in Statistics - Simulation and Computation 45:9, pages 3217-3237.
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Christopher Adcock, Martin Eling & Nicola Loperfido. (2015) Skewed distributions in finance and actuarial science: a review. The European Journal of Finance 21:13-14, pages 1253-1281.
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Jorge Navarro. (2008) Characterizations by Power Contractions of Order Statistics. Communications in Statistics - Theory and Methods 37:7, pages 987-997.
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Articles from other publishers (19)

Jorge Navarro & Jorge M Arevalillo. (2023) On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions. TEST.
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Monitirtha Dey & Subir Kumar Bhandari. (2023) FWER goes to zero for correlated normal. Statistics & Probability Letters 193, pages 109700.
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Mehdi Amiri, Yaser Mehrali, Narayanaswamy Balakrishnan & Ahad Jamalizadeh. (2021) Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference. Computational Statistics 37:1, pages 125-158.
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Haruhiko OgasawaraHaruhiko Ogasawara. 2022. Expository Moments for Pseudo Distributions. Expository Moments for Pseudo Distributions 105 147 .
Haruhiko Ogasawara. (2021) A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation. Journal of Multivariate Analysis 183, pages 104729.
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Yuri A. Iriarte, Mário de Castro & Héctor W. Gómez. (2021) A Unimodal/Bimodal Skew/Symmetric Distribution Generated from Lambert’s Transformation. Symmetry 13:2, pages 269.
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Nabaneet Das & Subir Kumar Bhandari. (2021) Bound on FWER for correlated normal. Statistics & Probability Letters 168, pages 108943.
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Christopher S. Withers & Saralees Nadarajah. (2019) The distribution of the minimum of a positive sample. Statistics & Probability Letters 151, pages 89-96.
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Ahad Jamalizadeh, Mohsen Madadi, Mehdi Amiri & N. Balakrishnan. (2016) Stochastic ordering of medians in exchangeable trivariate normal vectors. Applied Mathematics-A Journal of Chinese Universities 31:2, pages 148-156.
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Mohsen Madadi, Parisa Khalilpoor & Ahad Jamalizadeh. (2015) Regression mean residual life of a system with three dependent components with normal lifetimes. Statistics & Probability Letters 100, pages 182-191.
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Nicola Loperfido. (2015) Singular value decomposition of the third multivariate moment. Linear Algebra and its Applications 473, pages 202-216.
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S.M.T.K. MirMostafaee. (2014) On the moments of order statistics coming from the Topp–Leone distribution. Statistics & Probability Letters 95, pages 85-91.
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Rabah Messaci. (2014) Distribution and moments of the vector of the maximum of two absolutely continuous random vectors. Statistics & Probability Letters 92, pages 256-262.
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J. Batún-Cutz, G. González-Farías & W.-D. Richter. (2013) Maximum distributions for -symmetric vectors are skewed -symmetric distributions . Statistics & Probability Letters 83:10, pages 2260-2268.
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Ayyub Sheikhi, Yaser Mehrali & Mahbanoo Tata. (2012) On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution. Statistical Papers 54:2, pages 325-332.
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Ramesh C. Gupta. (2012) Regression mean residual life of a parallel system of dependent components. Journal of Statistical Planning and Inference 142:5, pages 1063-1072.
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Ramesh C. Gupta. (2009) Bivariate odds ratio and association measures. Statistical Papers 52:1, pages 125-138.
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Jorge Navarro & Moshe Shaked. (2009) Some properties of the minimum and the maximum of random variables with joint logconcave distributions. Metrika 71:3, pages 313-317.
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Jorge Navarro & N. Balakrishnan. (2010) Study of some measures of dependence between order statistics and systems. Journal of Multivariate Analysis 101:1, pages 52-67.
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