Bounds for expectation of l-estimates for dependent samples

DOI10.1080/02331888308802385zbMath0808.62048OpenAlexW2038566685MaRDI QIDQ4324707

Tomasz Rychlik

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802385

zbMATH Keywords

extreme pointorder statisticstochastic orderingdependent random variablesL-estimatebounds on expectationidentical distribution functions

Mathematics Subject Classification ID

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

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Cites Work

• Inequalities for functions of order statistics under an additive model
• p-norm bounds on the expectation of the maximum of a possibly dependent sample
• Inequalities for ordered sums
• Stochastically extremal distributions of order statistics for dependent samples
• Bounds on expectations of linear systematic statistics based on dependent samples
• Bounds on expectations of order statistics for dependent samples
• General bounds and inequalities in order statistics
• Distribution-Free Bounds on the Mean of the Maximum of a Dependent Sample
• Maximally dependent random variables
• Best bounds for order statistics and their expectations in range and mean units with applications
• Bounds for deviations between sample and population statistics
• Inequalities of Chebyshev Type Involving Conditional Expectations
• Convex Analysis