A note on order statistics from symmetrically distributed samples

DOI10.4064/AM38-4-6zbMath1221.62073OpenAlexW2047887672MaRDI QIDQ3091054

Marek Kaluszka, Andrzej Okolewski

Publication date: 8 September 2011

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am38-4-6

zbMATH Keywords

spectral risk measuresL-statisticsdependent observationsKendall \(\tau\)Spearman \(\rho \)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Statistical distribution theory (62E99)

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