A note on order statistics from symmetrically distributed samples

DOI10.4064/AM38-4-6MaRDI QIDQ3091054zbMATH OpenOpenAlexFDO

Authors Marek Kaluszka, A. Okolewski

Publication date 8 September 2011

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am38-4-6

zbMATH Keywords

dependent observationsKendall \(\tau\)L-statisticsSpearman \(\rho \)spectral risk measures

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Order statistics; empirical distribution functions (62G30) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(6)

• A note on maximum variance of order statistics from symmetric populations
• Symmetry of a distribution via symmetry of order statistics
• Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions
• On the estimation of symmetric distributions under peakedness order constraints
• Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables
• On stochastic orders of absolute value of order statistics in symmetric distributions

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