Expectation bounds on linear estimators from dependent samples

DOI10.1016/S0378-3758(00)00167-1zbMath1026.62049MaRDI QIDQ5931385

Nickos Papadatos

Publication date: 10 December 2003

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

zbMATH Keywords

order statisticsdependent samplesexpectation boundslinear estimators

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Bounds on expectations of \(L\)-statistics from without replacement samples ⋮ OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES ⋮ Stability of expected \(L\)-statistics against weak dependence of observations ⋮ Bounds forL-Statistics from Weakly Dependent Samples of Random Length ⋮ On reduced semidefinite programs for second order moment bounds with applications ⋮ Maximizing the expected range from dependent observations under mean–variance information

Cites Work

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• Bounds for the expectation of linear combinations of order statistics with application to pert networks
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• Linear estimates with polynomial coefficients
• ESTIMATION OF THE MEAN AND STANDARD DEVIATION OF A NORMAL POPULATION FROM A CENSORED SAMPLE
• A Modification of Schwarz's Inequality with Applications to Distributions

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