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.

引用

页码：1412 / 1427

页数：16

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