An identity on order statistics of a set of random variables

DOI10.1016/J.JMVA.2014.04.016zbMath1360.62243OpenAlexW2049001900WikidataQ34222122 ScholiaQ34222122MaRDI QIDQ2015070

Jian-Lun Xu

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.016

zbMATH Keywords

order statisticsexpectationsign-invariant distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Order statistics; empirical distribution functions (62G30)

Cites Work

• An identity on the maximum of a set of random variables
• Simultaneous estimation of location parameters for sign-invariant distributions
• Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments
• Unnamed Item

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