On the exact distribution of linear combinations of order statistics from dependent random variables

Simple item page
dc.contributor.authorArellano Valle, Reinaldo B.
dc.contributor.authorGenton, Marc G.
dc.date.accessioned2024-01-10T13:15:53Z
dc.date.available2024-01-10T13:15:53Z
dc.date.issued2007
dc.description.abstractWe study the exact distribution of linear combinations of order statistics of arbitrary (absolutely continuous) dependent random variables. In particular, we examine the case where the random variables have a joint elliptically contoured distribution and the case where the random variables are exchangeable. We investigate also the particular L-statistics that simply yield a set of order statistics, and study their joint distribution. We present the application of our results to genetic selection problems, design of cellular phone receivers, and visual acuity. We give illustrative examples based on the multivariate normal and multivariate Student t distributions. (c) 2007 Elsevier Inc. All rights reserved.
dc.fechaingreso.objetodigital17-04-2024
dc.format.extent19 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jmva.2006.12.003
dc.identifier.issn0047-259X
dc.identifier.urihttps://doi.org/10.1016/j.jmva.2006.12.003
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/78539
dc.identifier.wosidWOS:000251517700002
dc.information.autorucMatemática;Arellano-Valle R;S/I;58107
dc.issue.numero10
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final1894
dc.pagina.inicio1876
dc.publisherELSEVIER INC
dc.revistaJOURNAL OF MULTIVARIATE ANALYSIS
dc.rightsacceso restringido
dc.subjectelliptically contoured
dc.subjectexchangeable
dc.subjectfundamental skew distribution
dc.subjectkurtosis
dc.subjectmaximum
dc.subjectselection mechanism
dc.subjectskewness
dc.subjectGENETIC SELECTION PROGRAMS
dc.subjectCORRELATED VARIABLES
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleOn the exact distribution of linear combinations of order statistics from dependent random variables
dc.typeartículo
dc.volumen98
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2024-04-17. On the exact distribution of linear combinations of order statistics from dependent random variables.pdf
Size:
2.47 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Artículos de revistas