학술논문
Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics.
Document Type
Article
Author
Source
Subject
*NONLINEAR regression
*ELLIPTIC functions
*DISTRIBUTION (Probability theory)
*ORDER statistics
*KERNEL functions
*MATHEMATICAL statistics
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Language
ISSN
0233-1888
Abstract
In this paper, by assuming that (X, Y 1, Y 2)T has a trivariate elliptical distribution, we derive the exact joint distribution of X and a linear combination of order statistics from (Y 1, Y 2)T and show that it is a mixture of unified bivariate skew-elliptical distributions. We then derive the corresponding marginal and conditional distributions for the special case of t kernel. We also present these results for an exchangeable case with t kernel and illustrate the established results with an air-pollution data. [ABSTRACT FROM PUBLISHER]