Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application
From MaRDI portal
Publication:2786266
DOI10.1080/03610920903122013zbMath1201.62059MaRDI QIDQ2786266
Andrzej Okolewski, Marek Kaluszka
Publication date: 21 September 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903122013
62H10: Multivariate distribution of statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G30: Order statistics; empirical distribution functions
Cites Work
- Unnamed Item
- General distribution theory of the concomitants of order statistics
- On the average difference between concomitants and order statistics
- Distribution of the maximum of concomitants of selected order statistics
- Exact bounds for the expectations of order statistics from non-negative populations
- Using copulae to bound the value-at-risk for functions of dependent risks
- Maximum variance of order statistics
- A course in credibility theory and its applications
- Coherent Measures of Risk
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- Order Statistics
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
- The Convex Hull of Rational Plane Curves
- Bounds forL-Statistics from Weakly Dependent Samples of Random Length
- A Modification of Schwarz's Inequality with Applications to Distributions
- Projecting statistical functionals