Journal article
L-statistics from multivariate unified skew-elliptical distributions
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.
Authors
Arellano-Valle RB; Jamalizadeh A; Mahmoodian H; Balakrishnan N
Journal
Metrika, Vol. 77, No. 4, pp. 559–583
Publisher
Springer Nature
Publication Date
5 2014
DOI
10.1007/s00184-013-0453-9
ISSN
0026-1335