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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