Sharp bounds for \(L\)-statistics from dependent samples of random length

DOI10.1016/j.jspi.2003.08.015zbMath1083.62041OpenAlexW2075596918MaRDI QIDQ1888830

K. Szymanska, Andrzej Okolewski, Marek Kaluszka

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.08.015

zbMATH Keywords

Order statistics\(L\)-statisticsYoung's inequalitysample rangeWald's identitylogarithmic inequalitiesAGP inequalitiesConditionally exchangeable random variablesHills estimatorlargest claimsRandom sample size

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Exchangeability for stochastic processes (60G09)

Related Items (6)

How retention levels influence the variability of the total risk under reinsurance ⋮ Stability of expected \(L\)-statistics against weak dependence of observations ⋮ Bounds forL-Statistics from Weakly Dependent Samples of Random Length ⋮ Maximizing the expected range from dependent observations under mean–variance information ⋮ Actuarial comparisons for aggregate claims with randomly right-truncated claims ⋮ The BRS-inequality and its applications

Cites Work

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