Expectation bounds on linear estimators from dependent samples

DOI10.1016/S0378-3758(00)00167-1MaRDI QIDQ5931385zbMATH OpenFDO

Authors N. Papadatos

Publication date 10 December 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(00)00167-1

zbMATH Keywords

dependent samplesexpectation boundslinear estimatorsorder statistics

Mathematics Subject Classification ID

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

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Cites work

• A Modification of Schwarz's Inequality with Applications to Distributions
• Bounds for expectation of l-estimates for dependent samples
• Bounds for order statistics based on dependent variables with given nonidentical distributions
• Bounds for the expectation of linear combinations of order statistics with application to pert networks
• Bounds on expectations of linear systematic statistics based on dependent samples
• Bounds on expectations of order statistics via extremal dependences
• Distributions and expectations of order statistics for possibly dependent random variables
• ESTIMATION OF THE MEAN AND STANDARD DEVIATION OF A NORMAL POPULATION FROM A CENSORED SAMPLE
• scientific article; zbMATH DE number 1194767 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
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• Projection method for moment bounds on order statistics from restricted families. II: Independent case
• Relations, bounds and approximations for order statistics
• Some characterizations of distributions based on order statistics
• Some finite sample results for the selection differential
• Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables

Cited in

(9)

• Confidence intervals for linear unbiased estimators under constrained dependence
• Bounds on expectations of \(L\)-statistics from without replacement samples
• Bounds for expectation of l-estimates for dependent samples
• OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES
• On reduced semidefinite programs for second order moment bounds with applications
• scientific article; zbMATH DE number 5257604 (Why is no real title available?)
• Bounds forL-Statistics from Weakly Dependent Samples of Random Length
• Maximizing the expected range from dependent observations under mean-variance information
• Stability of expected \(L\)-statistics against weak dependence of observations

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