On a class of multivariate distributions closed under concomitance of order statistics

K. Balasubramanian and N. Balakrishnan

Statistics & Probability Letters, 1995, vol. 23, issue 3, 239-242

Abstract: Starting from any univariate density function f(x) and an associated orthogonal function g(x), we present in this note a method of constructing multivariate distributions of all dimensions. It is shown that these multivariate distributions, in addition to being closed under marginal and conditional distributions, are also closed under concomitance of order statistics of any component. Some of the more interesting properties of this class of distributions are also discussed.

Keywords: Order; statistics; Concomitance; of; order; statistics; Exchangeable; variables; S-concomitance; Anti-Markov; property (search for similar items in EconPapers)
Date: 1995
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