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

By Reinaldo Boris Arellano-Valle, Marc G. Genton. 2007

59 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/37822643f0df007c7eb44860ff571cfaa21f9566

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Marc G. Genton
2. Reinaldo Boris Arellano-Valle
3. Yulia V. Marchenko

In Statistics and Probability

1. Yulia V. Marchenko
2. Reinaldo Boris Arellano-Valle
3. Marc G. Genton
4. Adelchi Azzalini
5. Victor Hugo Lachos
6. Heleno Bolfarine
7. Hector Wladimir Gomez
8. Máaarcia D. Branco

Citations in the corpus

• On the exact distribution of the maximum of absolutely continuous dependent random variables (2008, background): “Extensions of the results in this paper to the exact distribution of linear combinations of order statistics from dependent random variables can now be found in Arellano-Valle and Genton (2007).”
• Multivariate log‐skew‐elliptical distributions with applications to precipitation data (2009, background): “Also, various types of skew-elliptical random vectors can be viewed as linear combinations of order statistics of exchangeable elliptical random variables (Arellano-Valle and Genton, 2007).”