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L-statistics from multivariate unified skew-elliptical distributions |
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| Authors: | R. B. Arellano-Valle Ahad Jamalizadeh H. Mahmoodian N. Balakrishnan |
| Affiliation: | 1. Departamento de Estadística, Ponticia Universidad Católica de Chile, Santiago, Chile 2. Department of Statistics, Shahid Bahonar University, Kerman, Iran 3. Department of Statistics, Yazd University, Yazd, Iran 4. Department of Mathematics and Statistics, McMaster University, Hamilton, Canada 5. Department of Statistics, King Abdulaziz University, Jeddah, Saudi Arabia |
| 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. |
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