Jones, M. C. and Larsen, P. V.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1093/biomet/91.4.975|
|Google Scholar:||Look up in Google Scholar|
A general family of distributions for the empirical modelling of ordered multivariate data is proposed. The family is based on, but greatly extends, the joint distribution of order statistics from an independent and identically distributed univariate sample. General properties, including marginal and conditional distributions, bivariate dependence, limiting distributions and links to the Dirichlet distribution are described. Univariate and bivariate special cases of the multivariate distributions, the latter including an equivalent rotated version, are considered. Two particular tractable special cases are stressed. The models are successfully and usefully fitted, by maximum likelihood, to meteorological data. The models are also applicable to data in which one variable is unconstrained and the other are all nonnegative.
|Item Type:||Journal Article|
|Copyright Holders:||2004 Biometrika Trust|
|Keywords:||bivariate gamma distribution; Dirichlet distribution; extreme value distribution; half-plane; joint distribution of order statistics; log|
|Academic Unit/Department:||Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
|Depositing User:||M. C. Jones|
|Date Deposited:||05 Jun 2006|
|Last Modified:||04 Oct 2016 09:46|
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