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$$L$$ L -statistics from multivariate unified skew-elliptical distributions

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Listed:
  • R. Arellano-Valle
  • Ahad Jamalizadeh
  • H. Mahmoodian
  • N. Balakrishnan

Abstract

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

Suggested Citation

  • R. Arellano-Valle & Ahad Jamalizadeh & H. Mahmoodian & N. Balakrishnan, 2014. "$$L$$ L -statistics from multivariate unified skew-elliptical distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(4), pages 559-583, May.
    • Handle: RePEc:spr:metrik:v:77:y:2014:i:4:p:559-583
    DOI: 10.1007/s00184-013-0453-9
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    References listed on IDEAS

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