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Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions.
Ahad Jamalizadeh
N. Balakrishnan
Published in:
J. Multivar. Anal. (2010)
Keyphrases
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order statistics
linear combination
heavy tailed
marginal distributions
probability distribution
random variables
median filter
window size
gaussian distribution
joint distribution
small number
sampling algorithm
probability density
optimization procedure
piecewise linear
random sampling
parameter estimation