Itzik Ben-Gan covers a hypothetical feature in the ANSI standard:
The standard nested window functions seem like a very powerful concept that enables a lot of flexibility in interacting with different points in windowing elements. I’m quite surprised that I cannot find any coverage of the concept other than in the standard itself, and that I don’t see many platforms implementing it. Hopefully this article will increase awareness for this feature. If you feel that it could be useful for you to have it available in T-SQL, make sure to cast your vote!
Check it out and upvote if you’re interested in seeing this functionality in SQL Server.