Sheikhi, Ayyub; Mehrali, Yaser; Tata, Mahbanoo - In: Statistical Papers 54 (2013) 2, pp. 325-332
In this work we prove that for an exchangeable multivariate normal distribution the joint distribution of a linear combination of order statistics and a linear combination of their concomitants together with an auxiliary variable is skew normal. We also investigate some special cases, thus...
