Exact distributions of order statistics from ln,p-symmetric sample distributions

Exact distributions of order statistics from ln,p-symmetric sample distributions

We derive the exact distributions of order statistics from a finite number of, in general, dependent random variables following a joint ln,p-symmetric distribution. To this end,we first review the special cases of order statistics fromspherical aswell as from p-generalized Gaussian sample distributi...

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Bibliographic Details
Main Authors: Müller K., Richter W.-D.
Format: Article
Language:English
Published: De Gruyter 2017-08-01
Series:Dependence Modeling
Subjects:
density generator
extreme value statistics
ln,p-dependence
measure-of-cone representation
skewed ln,p-symmetric distribution
Online Access:https://doi.org/10.1515/demo-2017-0013

Internet

https://doi.org/10.1515/demo-2017-0013

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