Bounds on expectations ofL-estimates for maximally and minimally stable samples

DOI10.1080/02331888.2015.1105804zbMath1355.62011OpenAlexW2288012676MaRDI QIDQ2953572

Andrzej Okolewski

Publication date: 4 January 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1105804

zbMATH Keywords

stabilityorder statisticsexpectation bounds\(L\)-estimatesdependent random variables

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ 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

Cites Work

• Stochastically extremal distributions of order statistics for dependent samples
• Bounds on distribution functions of order statistics for dependent variates
• Stability of order statistics under dependence
• Bounds on expectation of order statistics from a finite population
• Sharp bounds on l-estimates and their expectations for dependent samples
• Bounds for expectation of l-estimates for dependent samples
• Order Statistics
• A Modification of Schwarz's Inequality with Applications to Distributions
• Distribution and expectation bounds on order statistics from possibly dependent variates
• An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics

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