Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147023 | Journal of Multivariate Analysis | 2010 | 16 Pages |
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
A. Jamalizadeh, N. Balakrishnan,