p-norm bounds on the expectation of the maximum of a possibly dependent sample

DOI10.1016/0047-259X(85)90087-9zbMath0584.62072MaRDI QIDQ1069606

Barry C. Arnold

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

order statistics; independent; expectations of general linear combinations of order statistics; expected range; maximal dependence; maximum of dependent sample; p-norm bounds; symmetric common distribution

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62G30: Order statistics; empirical distribution functions

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Cites Work

• On bounds for the range of ordered variates. II
• Bounds on expectations of linear systematic statistics based on dependent samples
• Distribution-Free Bounds on the Mean of the Maximum of a Dependent Sample
• Maximally dependent random variables
• Bounds for deviations between sample and population statistics
• Extremal Properties of Extreme Value Distributions
• Universal Bounds for Mean Range and Extreme Observation
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