• 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