شماره ركورد كنفرانس :
3140
عنوان مقاله :
Prediction via L- statistics in multivariate elliptical distributions
عنوان به زبان ديگر :
Prediction via L- statistics in multivariate elliptical distributions
پديدآورندگان :
Jamalizadeh Ahad نويسنده Department of Statist - Shahid Bahonar University _ Kerman - Iran , Mahmoodiano Hamed نويسنده Department of Statist - Yazd University - Yazd - Iran
كليدواژه :
Prediction , LINEAR , Multivariate unified skew - elliptical distribution , Order statisti ixture distribution , Combination , Elliptical distribution
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
چكيده لاتين :
In this paper, by considering a (k + t) -dimensional random vector (x", Y?") t Xelf, Yelf having a multivariate elliptical distribution. we derive the exact joint distribution of X and linear combinations of order statistics from Y, as a mixture of multivariate unified skew-elliptical distributions. This mixture representation enables us to predict X based on a linear combination of order statistics from Y, when k c 1 and the kernel distributions are normal and t.
شماره مدرك كنفرانس :
4219389
