Title of article :
Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
Author/Authors :
Jamalizadeh، نويسنده , , A. R. Balakrishnan، نويسنده , , N.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2010
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.
Keywords :
Elliptical distribution , Unified skew-elliptical distribution , Order statistics , Linear combination , Unified skew-normal distribution , Unified skew-t distribution , mixture distribution
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis