IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v53y2009i4p847-852.html
   My bibliography  Save this article

Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t

Author

Listed:
  • Jamalizadeh, A.
  • Khosravi, M.
  • Balakrishnan, N.

Abstract

In this note, we derive recurrence relations for the cumulative distribution function (cdf) of a skew-t distribution and also the distribution of a linear combination of order statistics arising from a bivariate-t distribution. These recurrence relations are over [nu], the degrees of freedom, and starting from the results for [nu]=1 and 2, they will allow for the recursive evaluation of the distribution function for any other value of [nu].

Suggested Citation

  • Jamalizadeh, A. & Khosravi, M. & Balakrishnan, N., 2009. "Recurrence relations for distributions of a skew-t and a linear combination of order statistics from a bivariate-t," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 847-852, February.
  • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:847-852
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00536-7
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    2. Jamalizadeh, A. & Balakrishnan, N. & Salehi, Mehdi, 2010. "Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 445-451, March.
    3. Mahdi Salehi & Ahad Jamalizadeh & Mahdi Doostparast, 2014. "A generalized skew two-piece skew-elliptical distribution," Statistical Papers, Springer, vol. 55(2), pages 409-429, May.
    4. Jamalizadeh, A. & Mehrali, Y. & Balakrishnan, N., 2009. "Recurrence relations for bivariate t and extended skew-t distributions and an application to order statistics from bivariate t," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4018-4027, October.
    5. Jamalizadeh, A. & Balakrishnan, N., 2009. "Prediction in a trivariate normal distribution via a linear combination of order statistics," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2289-2296, November.
    6. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 418-435.
    7. Marcel, Bräutigam & Marie, Kratz, 2018. "On the Dependence between Quantiles and Dispersion Estimators," ESSEC Working Papers WP1807, ESSEC Research Center, ESSEC Business School.
    8. Ali Genç, 2012. "Distribution of linear functions from ordered bivariate log-normal distribution," Statistical Papers, Springer, vol. 53(4), pages 865-874, November.
    9. Marcel Bräutigam & Marie Kratz, 2018. "On the Dependence between Quantiles and Dispersion Estimators," Working Papers hal-02296832, HAL.
    10. R. Arellano-Valle & Ahad Jamalizadeh & H. Mahmoodian & N. Balakrishnan, 2014. "$$L$$ L -statistics from multivariate unified skew-elliptical distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(4), pages 559-583, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:847-852. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.