Concomitants of order statistics from multivariate elliptical distributions

In this paper, by considering a 2n-dimensional elliptically contoured random vector (XT,YT)T=(X1,…,Xn,Y1,…,Yn)T, we derive the exact joint distribution of linear combinations of concomitants of order statistics arising from X. Specifically, we establish a mixture representation for the distribution of the rth concomitant order statistic, and also for the joint distribution of the rth order statistic and its concomitant. We show that these …