Article ID Journal Published Year Pages File Type
1147023 Journal of Multivariate Analysis 2010 16 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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