Stochastically extremal distributions of order statistics for dependent samples

DOI10.1016/0167-7152(92)90105-EzbMath0743.62018OpenAlexW2074076050MaRDI QIDQ1185322

Tomasz Rychlik

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90105-e

zbMATH Keywords

order statisticsstochastic orderingexpectationdependent identically distributed random variablesexistence of stochastically extremal sequences

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (17)

Goodness-of-Fit Diagnostics for Bayesian Hierarchical Models ⋮ OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ Bounds for order statistics based on dependent variables with given nonidentical distributions ⋮ An extension of Kemperman's characterization on \(k\)-independence and its application ⋮ Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals ⋮ Bounds on expectations ofL-estimates for maximally and minimally stable samples ⋮ Bounds for expectation of l-estimates for dependent samples ⋮ Assessing fit in Bayesian models for spatial processes ⋮ Bounds on expectations of order statistics via extremal dependences ⋮ A Bayesian Chi-Squared Goodness-of-Fit Test for Censored Data Models ⋮ Mean-variance bounds for order statistics from dependent DFR, IFR, DFRA and IFRA samples ⋮ Maximizing the expected range from dependent observations under mean–variance information ⋮ Distribution and expectation bounds on order statistics from possibly dependent variates ⋮ An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics ⋮ Comment: Bayesian checking of the second levels of hierarchical models ⋮ Distributions and moments of record values in a sequence of maximally dependent random variables ⋮ Distributions and expectations of order statistics for possibly dependent random variables

Cites Work

• Inequalities for distributions with given marginals
• Maximally dependent random variables
• A class of dependent random variables and their maxima

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