共查询到20条相似文献,搜索用时 31 毫秒
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Yanhong Wu 《统计学通讯:理论与方法》2013,42(10):3076-3094
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Alicja Jokiel-Rokita 《统计学通讯:理论与方法》2013,42(11):1776-1791
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《Journal of Statistical Computation and Simulation》2012,82(5):1079-1098
In this paper, by considering a (3n+1) -dimensional random vector (X0, XT, YT, ZT)T having a multivariate elliptical distribution, we derive the exact joint distribution of (X0, aTX(n), bTY[n], cTZ[n])T, where a, b, c∈?n, X(n)=(X(1), …, X(n))T, X(1)<···<X(n), is the vector of order statistics arising from X, and Y[n]=(Y[1], …, Y[n])T and Z[n]=(Z[1], …, Z[n])T denote the vectors of concomitants corresponding to X(n) ((Y[r], Z[r])T, for r=1, …, n, is the vector of bivariate concomitants corresponding to X(r)). We then present an alternate approach for the derivation of the exact joint distribution of (X0, X(r), Y[r], Z[r])T, for r=1, …, n. We show that these joint distributions can be expressed as mixtures of four-variate unified skew-elliptical distributions and these mixture forms facilitate the prediction of X(r), say, based on the concomitants Y[r] and Z[r]. Finally, we illustrate the usefulness of our results by a real data. 相似文献
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K. K. Kamalja 《统计学通讯:理论与方法》2014,43(10-12):2406-2418
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