Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions

In this paper, by considering a (3n+1) -dimensional random vector (X0, XT, YT, ZT)T having a multivariate elliptical distribution, we derive the exact joint distribution of (X0, aTX(n), bTY[n], cTZ[n])T, where a, b, c∈ℝn, X(n)=(X(1), …, X(n))T, X(1)<···