Modeling maxima of longitudinal contralateral observations

被引:23
作者
Loperfido, Nicola [1 ]
机构
[1] Univ Urbino Carlo Bo, Fac Econ, Ist Sci Econ, I-61029 Urbino, PU, Italy
关键词
canonical fundamental skew-normal distribution; exchangeability; extended skew-normal distribution; multivariate skew-normal distribution; nonlinear prediction;
D O I
10.1007/s11749-006-0037-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The paper gives the joint distribution of maxima of contralateral observations taken from the same individual at several occasions, when the data are normal with given constraints on the parameters. Different constraints lead to different well-known generalizations of the normal distribution. As an immediate consequence, evaluation of several features of these maxima is greatly simplified. The results of the paper are also useful in modeling other phenomena, such as measures of physical fitness based on the best of two trials. Further applications deal with statistical inference, for example, testing whether an identified treatment is best.
引用
收藏
页码:370 / 380
页数:11
相关论文
共 34 条
[1]  
ALDOUS DJ, 1985, SPRINGER SERIES STAT
[2]  
[Anonymous], 1990, MULTIVARIATE NORMAL
[3]   On fundamental skew distributions [J].
Arellano-Valle, RB ;
Genton, MG .
JOURNAL OF MULTIVARIATE ANALYSIS, 2005, 96 (01) :93-116
[4]  
Arnold BC, 2004, SKEW-ELLIPTICAL DISTRIBUTIONS AND THEIR APPLICATIONS: A JOURNEY BEYOND NORMALITY, P101
[5]   Skewed multivariate models related to hidden truncation and/or selective reporting [J].
Arnold B.C. ;
Beaver R.J. .
Test, 2002, 11 (1) :7-54
[6]  
Arnold BC., 2000, SANKHYA SER A, V62, P22
[7]  
AZZALINI A, 1984, J ROY STAT SOC B MET, V46, P335
[8]   The multivariate skew-normal distribution [J].
Azzalini, A ;
DallaValle, A .
BIOMETRIKA, 1996, 83 (04) :715-726
[9]   The skew-normal distribution and related multivariate families [J].
Azzalini, A .
SCANDINAVIAN JOURNAL OF STATISTICS, 2005, 32 (02) :159-188
[10]  
AZZALINI A, 1985, SCAND J STAT, V12, P171