$$L$$ L -statistics from multivariate unified skew-elliptical distributions

R. Arellano-Valle, Ahad Jamalizadeh (), H. Mahmoodian and N. Balakrishnan ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 4, 559-583

Abstract: We study here the distributions of order statistics and linear combinations of order statistics from a multivariate unified skew-elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture forms to study some distributional properties and moments. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Elliptical distribution; Multivariate unified skew-elliptical distributions; Order statistics; Mixture distribution; Linear combination; Multivariate unified skew-normal distribution; Multivariate unified skew- $$t$$ t distribution (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00184-013-0453-9

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