Bounds on expectations of order statistics via extremal dependences

DOI10.1016/0167-7152(92)90127-QzbMath0753.62030MaRDI QIDQ1200749

G. Caraux, Olivier Gascuel

Publication date: 16 January 1993

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

zbMATH Keywords

distribution-freeboundsnormal distributionextremal dependencemaximal dependence\(r\)-extremal dependenceexpectations of order statistics

Mathematics Subject Classification ID

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

Related Items (9)

OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model ⋮ Mean-variance bounds for order statistics from dependent DFR, IFR, DFRA and IFRA samples ⋮ Expectation bounds on linear estimators from dependent samples ⋮ Maximizing the expected range from dependent observations under mean–variance information ⋮ Distribution and expectation bounds on order statistics from possibly dependent variates ⋮ New global optima results for the Kauffman \(NK\) model: Handling dependency ⋮ An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics ⋮ A population-size model for protein spot detection in proteomic studies

Cites Work

• Unnamed Item
• Stochastically extremal distributions of order statistics for dependent samples
• Bounds on distribution functions of order statistics for dependent variates
• Bounds on expectations of linear systematic statistics based on dependent samples
• Relations, bounds and approximations for order statistics
• Distribution-Free Bounds on the Mean of the Maximum of a Dependent Sample
• Maximally dependent random variables

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