Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2014

Regression analysis using order statistics and their concomitants

  • Identification data

    Identifier: RP:2407
    Handle: https://hdl.handle.net/20.500.11797/RP2407
    Authors:
    Amirzadeh, VahidSheikhi, AyyubZiaei, Abdul Rasoul
    Abstract:
    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 Loperfido.

  • Others:

    URV's Author/s: Amirzadeh, Vahid Sheikhi, Ayyub Ziaei, Abdul Rasoul
    Keywords: Unified skew normal, L-statistic, exchangeable multivariate normal distribution, order statistic, concomitant
    Abstract: 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 Loperfido.
    Journal publication year: 2014
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Keywords:

    Unified skew normal, L-statistic, exchangeable multivariate normal distribution, order statistic, concomitant

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