A note on skew-elliptical distributions and linear functions of order statistics

Nicola Loperfido

Statistics & Probability Letters, 2008, vol. 78, issue 18, 3184-3186

Abstract: Linear functions of order statistics from bivariate, exchangeable, continuous and elliptical random vectors have a skew-elliptical distribution. This result generalizes previous ones on order statistics and skewed distributions.

Date: 2008
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