<InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$L$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>L</mi> </math> </EquationSource> </InlineEquation>-statistics from multivariate unified skew-elliptical distributions

We study here the distributions of order statistics and linear combinations of order statistics from a multivariate unified skew-elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture forms to study some distributional properties and moments. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Arellano-Valle, R. ; Jamalizadeh, Ahad ; Mahmoodian, H. ; Balakrishnan, N.
Published in:	Metrika. - Springer. - Vol. 77.2014, 4, p. 559-583
Publisher:	Springer

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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