Maximizing the expected range from dependent observations under mean–variance information

DOI10.1080/02331888.2015.1074234zbMath1342.62078arXiv1405.6884OpenAlexW3104683551MaRDI QIDQ5739685

Nickos Papadatos

Publication date: 19 July 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6884

zbMATH Keywords

characterizationsrangedependent observationsprobability matricesextremal random vectorstight expectation bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)

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