Abstract
In this paper, by considering an -dimensional random vector from the multivariate generalized hyperbolic (GH) distribution, we derive the joint distribution of Y and the order statistics from We show that this joint distribution is indeed a mixture of the selection GH distributions. The results were applied to some regression functions via the order statistics and established with a real data set.
Acknowledgments
The authors are very grateful to the associate editor and reviewers for their valuable comments and suggestions on earlier version of this article.