On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation R Roozegar, N Balakrishnan, A Jamalizadeh Journal of Multivariate Analysis 177, 104586, 2020 | 17 | 2020 |
Stochastic comparisons in the scale mixture of the multivariate skew-normal family of distributions based on Hessian ordering with some applications M Amiri, A Eftekharian, R Roozegar Journal of Advanced Mathematical Modeling 11 (2), 317-338, 2021 | 5 | 2021 |
Properties and Inference for a New Class of Skew-t Distributions R Roozegar, A Nematollahi, A Jamalizadeh Communications in Statistics-Simulation and Computation 45 (9), 3217-3237, 2016 | 4 | 2016 |
On multivariate selection scale-mixtures of normal distributions R Roozegar, N Balakrishnan, A Bekker, A Jamalizadeh | 2 | 2021 |
Concomitants of multivariate order statistics from multivariate elliptical distributions R Roozegar, A Jamalizadeh, A Nematollahi Communications in Statistics-Theory and Methods 45 (3), 722-738, 2016 | 2 | 2016 |
Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions M Amiri, R Roozegar, A Jamalizadeh Communications in Statistics-Simulation and Computation 50 (5), 1348-1363, 2021 | 1 | 2021 |
Moments of doubly truncated multivariate normal mean-mixture distributions R Roozegar, N Balakrishnan, AF Desmond, A Jamalizadeh Communications in Statistics-Theory and Methods, 1-28, 2024 | | 2024 |
Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors A Jamalizadeh, R Roozegar, N Balakrishnan, M Naderi Computational and Methodological Statistics and Biostatistics: Contemporary …, 2020 | | 2020 |
Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability M Amiri, R Roozegar, Y Behbahani Communications in Statistics-Theory and Methods 48 (12), 3122-3135, 2019 | | 2019 |
On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution R Roozegar, A Jamalizadeh, M Amiri, TI Lin METRON 76, 99-114, 2018 | | 2018 |
Generalized mixtures of Gaussian processes with an application to Bitcoin daily price analysis A Desmond, HA Mardani-Fard, A Jamalizadeh, R Roozegar Hacettepe Journal of Mathematics and Statistics, 1-16, 0 | | |