Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions

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 momen...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of multivariate analysis 2010-07, Vol.101 (6), p.1412-1427
Hauptverfasser:	Jamalizadeh, A., Balakrishnan, N.
Format:	Artikel
Sprache:	eng
Schlagworte:	Elliptical distribution Elliptical distribution Unified skew-elliptical distribution Order statistics Mixture distribution Linear combination Unified skew-normal distribution Unified skew-t distribution Linear combination Mixture distribution Multivariate analysis Normal distribution Order statistics Statistical methods Studies Unified skew- t distribution Unified skew-elliptical distribution Unified skew-normal distribution
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	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.
ISSN:	0047-259X 1095-7243
DOI:	10.1016/j.jmva.2009.12.012