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
Pages
16
From page
1412
To page
1427
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
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565437
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