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.

The sum of squares and products matrix has a Wishart distribution, when the rows of the corresponding data matrix are i.i.d. according to a skew-normal distribution centered at the origin. Applications include robustness of the t-test, time series and spatial statistics.

This paper provides a unified treatment and a Bayesian interpretation of two different classes of multivariate skew-normal distributions proposed by Azzalini and Dalla Valle (Biometrika 83 (1996) 715) and Gupta et al. (Tech. Rep., Cimat, Mexico (2001)). We show that the above classes of...