Moment inequalities for generalized \(L\)-statistics (Q1288118)

From MaRDI portal
Revision as of 08:33, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Moment inequalities for generalized \(L\)-statistics
scientific article

    Statements

    Moment inequalities for generalized \(L\)-statistics (English)
    0 references
    0 references
    0 references
    11 May 1999
    0 references
    Let \(X_n\) be independent exponentially distributed random variables. The authors study statistics of the following type: \(\Phi_n=\sum_{i=1}^n h_{ni}(X_{n:i})\), where \(X_{n:1}\leq\cdots\leq X_{n:n}\) are the order statistics based on the sample \(\{X_i\); \(i\leq n\}\) and \(h_{ni}\) are measurable functions. The functionals of this general form are called generalized \(L\)-statistics. In particular, if \(h_{ni}(y)=c_{ni}h(y)\) and the function \(h(y)\) is monotone, then \(\Phi_n\) represents the classical \(L\)-statistics. Given bounds on the functions \(h_{ni}\) of the type \(| h_{ni}(y)| \leq a_{ni}+b_{ni}| y| ^m\), the upper bounds for the absolute moments of \(\Phi_n\) are presented.
    0 references
    moment inequality
    0 references
    \(L\)-statistics
    0 references
    generalized \(L\)-statistics
    0 references
    upper bounds
    0 references
    absolute moments
    0 references

    Identifiers