Stability of \(L\)-statistics from weakly dependent observations

DOI10.1016/j.spl.2010.12.015zbMath1489.62151OpenAlexW2011047390MaRDI QIDQ633058

Andrzej Okolewski, Marek Kaluszka

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.015

zbMATH Keywords

order statistics\(L\)-statisticsweak dependencespectral risk measuresmixings

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30) Actuarial mathematics (91G05)

Related Items (2)

Stability of expected \(L\)-statistics against weak dependence of observations ⋮ A note on multiple life premiums for dependent lifetimes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Risk measures and dependencies of risks
• \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks
• Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
• Lower bounds on expectations of positive \(L\)-statistics from without-replacement models
• Laws of large numbers under dependence assumptions
• Bounds on expectations of linear systematic statistics based on dependent samples
• Mixing: Properties and examples
• Stochastic ordering and dependence in applied probability
• Does positive dependence between individual risks increase stop-loss premiums?
• Continuous Bivariate Distributions
• Largest Claims Reinsurance Premiums under Possible Claims Dependence
• Bounds forL-Statistics from Weakly Dependent Samples of Random Length
• Projecting statistical functionals
• An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics

This page was built for publication: Stability of \(L\)-statistics from weakly dependent observations