期刊名称:SORT-Statistics and Operations Research Transactions
印刷版ISSN:2013-8830
出版年度:2014
卷号:38
期号:1
页码:43-52
语种:Catalan
出版社:SORT- Statistics and Operations Research Transactions
摘要: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.
关键词:Unified skew normal, L-statistic, exchangeable multivariate normal distribution, order statistic, concomitant