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

被引：29
|
作者：
Jamalizadeh, A. [1 ]
Balakrishnan, N. [2 ]
机构：
[1] Shahid Bahonar Univ, Dept Stat, Kerman 7616914111, Iran
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2010年 / 101卷 / 06期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Elliptical distribution; Unified skew-elliptical distribution; Order statistics; Mixture distribution; Linear combination; Unified skew-normal distribution; Unified skew-t distribution;
D O I：
10.1016/j.jmva.2009.12.012
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2009 Elsevier Inc. All rights reserved.
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页码：1412 / 1427
页数：16
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