# Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

Dependence Modeling (2016)

- Volume: 4, Issue: 1, page 1-29, electronic only
- ISSN: 2300-2298

## Access Full Article

top## Abstract

top## How to cite

topK. Müller, and W.-D. Richter. "Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}." Dependence Modeling 4.1 (2016): 1-29, electronic only. <http://eudml.org/doc/276744>.

@article{K2016,

abstract = {Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ \{3,4\}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of stock exchange index residuals, maximum distributions are compared under dependence and independence modeling.},

author = {K. Müller, W.-D. Richter},

journal = {Dependence Modeling},

keywords = {density generator; extreme value statistics; geometric measure representation; p-generalized
Gaussian and Laplace distributions; financial data analysis; $p$-generalized Gaussian and Laplace distributions},

language = {eng},

number = {1},

pages = {1-29, electronic only},

title = {Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ \{3,4\}},

url = {http://eudml.org/doc/276744},

volume = {4},

year = {2016},

}

TY - JOUR

AU - K. Müller

AU - W.-D. Richter

TI - Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

JO - Dependence Modeling

PY - 2016

VL - 4

IS - 1

SP - 1

EP - 29, electronic only

AB - Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of stock exchange index residuals, maximum distributions are compared under dependence and independence modeling.

LA - eng

KW - density generator; extreme value statistics; geometric measure representation; p-generalized
Gaussian and Laplace distributions; financial data analysis; $p$-generalized Gaussian and Laplace distributions

UR - http://eudml.org/doc/276744

ER -

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.