Concomitants of multivariate order statistics from multivariate elliptical distributions期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Concomitants of multivariate order statistics from multivariate elliptical distributions

Authors:	Roohollah Roozegar Ahad Jamalizadeh Alireza Nematollahi

Affiliation:	1. Department of Statistics, College of Sciences, Shiraz University, Shiraz, Iranroozegar@yu.ac.ir;3. Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran;4. Department of Statistics, College of Sciences, Shiraz University, Shiraz, Iran

Abstract:	ABSTRACT In this article, we consider a (k + 1)n-dimensional elliptically contoured random vector (X^T₁, X₂^T, …, X^T_k, Z^T)^T = (X₁₁, …, X_1n, …, X_k1, …, X_kn, Z₁, …, Z_n)^T and derive the distribution of concomitant of multivariate order statistics arising from X₁, X₂, …, X_k. Specially, we derive a mixture representation for concomitant of bivariate order statistics. The joint distribution of the concomitant of bivariate order statistics is also obtained. Finally, the usefulness of our result is illustrated by a real-life data.

Keywords:	Bivariate Order statistics Concomitants Mixture distribution Multivariate elliptical distribution Multivariate unified skew-elliptical distribution