Journal article
Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
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.
Authors
Jamalizadeh A; Balakrishnan N
Journal
Journal of Multivariate Analysis, Vol. 101, No. 6, pp. 1412–1427
Publisher
Elsevier
Publication Date
July 2010
DOI
10.1016/j.jmva.2009.12.012
ISSN
0047-259X