Regression analysis using order statistics and their concomitants

In this work we derive the exact joint distribution of linear combinations of order statistics and linear combinations of their concomitants and some auxiliary variables in multivariate normal distribution. By extending the results of Sheikhi and Jamalizadeh we investigate some regression equations....

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Detalles Bibliográficos
Autores: Rasoul Ziaei, Abdul, Sheikhi, Ayyub, Amirzadeh, Vahid
Tipo de recurso: artículo
Fecha de publicación:2014
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:118908
Acceso en línea:https://ddd.uab.cat/record/118908
Access Level:acceso abierto
Palabra clave:Unified skew normal
L-statistic
Exchangeable multivariate normal distribution
Order statistic
Concomitant
Descripción
Sumario:In this work we derive the exact joint distribution of linear combinations of order statistics and linear combinations of their concomitants and some auxiliary variables in multivariate normal distribution. By extending the results of Sheikhi and Jamalizadeh we investigate some regression equations. Our results generalize those obtained in previous research by Viana, Lee and Loper-fido.