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AbstractIntegral representations of the exact distributions of order statistics are derived in a geometricway when three or four random variables depend on each other as the components of continuous ln,psymmetricallydistributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implementedin a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with anotherone for newly evaluating the distribution of interest. For two groups of stock exchange index residuals,maximum distributions are compared under dependence and independence modeling.
Dependence Modeling – de Gruyter
Published: Feb 22, 2016
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