4.2 Article

A note on skew-elliptical distributions and linear functions of order statistics

Journal

STATISTICS & PROBABILITY LETTERS
Volume 78, Issue 18, Pages 3184-3186

Publisher

ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2008.06.004

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Funding

  1. Ministero dell'Universita, dell'lstruzione e della Ricerca [2006132978]

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Linear functions of order statistics from bivariate, exchangeable, continuous and elliptical random vectors have a skew-elliptical distribution. This result generalizes previous ones on order statistics and skewed distributions. (C) 2008 Elsevier B.V. All rights reserved.

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