Multivariate order statistics via multivariate concomitants
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References listed on IDEAS
- Bairamov, Ismihan, 2006. "Progressive Type II censored order statistics for multivariate observations," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 797-809, April.
- Kaufmann, E. & Reiss, R. -D., 1992. "On conditional distributions of nearest neighbors," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 67-76, July.
- Balakrishnan, N., 1993. "Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations," Statistics & Probability Letters, Elsevier, vol. 17(5), pages 343-350, August.
- M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
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- Edward W. Sun & Yu-Jen Wang & Min-Teh Yu, 2018. "Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 627-652, August.
- Chu, Ba & Huynh, Kim & Jacho-Chavez, David, 2013. "Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours," MPRA Paper 79670, University Library of Munich, Germany, revised 2012.
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Keywords
60E05 60G30 Norm ordering N-conditional ordering Generalized order statistics Progressive censoring Jones constructions;JEL classification:
Statistics
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