Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions

A. Jamalizadeh and N. Balakrishnan

Journal of Multivariate Analysis, 2010, vol. 101, issue 6, 1412-1427

Abstract: We consider here the distributions of order statistics and linear combinations of order statistics from an elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture representations to derive their moment generating functions and moments, when they exist.

Keywords: Elliptical; distribution; Unified; skew-elliptical; distribution; Order; statistics; Mixture; distribution; Linear; combination; Unified; skew-normal; distribution; Unified; skew-t; distribution (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (12)

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