Order Statistics
The second edition of this monograph was published in 1981; since that time both theory and applications of order statistics have greatly expanded. The book under review, which continues to be both a textbook and a guide to research literature, addresses this fact. It consists of an introduction and 11 chapters. The authors present in detail an up-to-date account of basic results related to order statistics. Many special topics are also taken up, but for these merely an introduction is provided if other, more extensive accounts exist. The book consists of the following chapters and appendices: Chapter 1. Introduction. Chapter 2. Basic distribution theory. Chapter 3. Expected values and moments. Chapter 4. Bounds and approximations for moments of order statistics. Chapter 5. The non-iid case. Chapter 6. Further distribution theory. Chapter 7. Order statistics in nonparametric inference. Chapter 8. Order statistics in parametric inference. Chapter 9. Short-cut procedures. Chapter 10. Asymptotic theory. Chapter 11. Asymptotic results for functions of order statistics. Appendix. Guide to tables and algorithms. Chapters 2-9 deal with finite-sample theory, with division into distribution theory (Chapters 2-6) and statistical inference (Chapters 7-9). Asymptotic theory is treated in Chapters 10 and 11, representing a doubling in coverage. In addition to an increased emphasis on asymptotic theory and on order statistics in other than random samples (Chapter 5), the following sections are entirely or relatively new: 2.6. Related statistics; 4.4. Stochastic orderings; 6.6. Moving order statistics; 6.7. Characterizations; 7.3. Distribution-free prediction intervals; 8.2. Information in order statistics; 8.3. Bootstrap estimation; 9.6. Studentized range; 9.8. Ranked-set sampling; 9.9. O-statistics and L-moments in data summarization. Section 6.6 includes a major application to median and order-statistic filters and Section 9.6 to bioequivalence testing. The number of references increased from 1000 in the second edition to around 1500.
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Order statistics and Benford's law
- Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling
- Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
- L-moments and TL-moments of the generalized lambda distribution
- Robust learning from bites for data mining
- The asymptotic distribution of a cluster-index for i.i.d. normal random variables
- On the moments and distribution of discrete Choquet integrals from continuous distributions
- Goodness of fit of probability distributions for sightings as species approach extinction
- Progressive censoring from heterogeneous distributions with applications to robustness
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Order statistics and probabilistic robust control
- Stochastic ordering and dependence in applied probability
- Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis
- Median ranked acceptance sampling plans for exponential distribution
- Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
- Robust, distribution-free inference for income share ratios under complex sampling
- Confidence intervals for quantiles in finite populations with randomized nomination sampling
- Bayesian threshold selection for extremal models using measures of surprise
- A lifetime model with increasing failure rate
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management
- On cumulative residual entropy of progressively censored order statistics
- A note on the ordering of distribution functions of INID random variables
- An extension of Kemperman's characterization on k-independence and its application
- Bayesian prediction bounds for the exponential-type distribution based on ordered ranked set sampling
- Polygonal smoothing of the empirical distribution function
- Polynomial chaos expansion approach to interest rate models
- Rank constrained distribution and moment computations
- Improving mean estimation in ranked set sampling using the Rao regression-type estimator
- Comparing distributions by multiple testing across quantiles or CDF values
- Patchy patterns due to group dispersal
- Superconcentration, and randomized Dvoretzky's theorem for spaces with 1-unconditional bases
- Efficiency comparisons for partially rank-ordered set sampling
- Generation of discrete random variables in scalable frameworks
- Symmetry of a distribution via symmetry of order statistics
- Estimating averages of order statistics of bivariate functions
- Statistical inference under adaptive progressive censoring scheme
- Properties on concomitants of generalized order statistics from a bivariate Rayleigh distribution
- Exact distributions of order statistics from \(l_{n,p}\)-symmetric sample distributions
- Representations of ordered random variables in the terms of the sums or products of independent variables
- Concomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distribution
- Cooperative transmission in mobile wireless sensor networks with multiple carrier frequency offsets: a double-differential approach
- Discrete records: limit theorems for their spacings and generation methods
- Approximate Bayesian computation for Lorenz curves from grouped data
- A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments
- Optimal choice of order statistics under confidence region estimation in case of large samples
- Characterizations of the logistic and related distributions
- Consistency of risk estimation with thresholding of wavelet coefficients
- On the asymptotic simultaneous distribution of randomly indexed order statistics
- A new model for record values
- Characterization results based on non-additive entropy of order statistics
- The $M/D/1+D$ queue has the minimum loss probability among $M/G/1+G$ queues
- Hotelling competition and the gamma distribution
- Nonparametric meta-analysis of independent samples of records
- Relations, bounds and approximations for order statistics
- The maximal correlation for the generalized order statistics and dual generalized order statistics
- On the mean residual life of a k-out-of-n:G system with a single cold standby component
- Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
- An introduction to order statistics
- Sampling scattered data with Bernstein polynomials: stochastic and deterministic error estimates
- The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
- Stochastic comparisons of order statistics and spacings: a review
- On the order statistics of standard normal-based power method distributions
- Characterizing Tukey h and hh-distributions through L-moments and the L-correlation
- Model selection and sharp asymptotic minimaxity
- On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution
- Exact meta-analysis of several independent progressively type-II censored data
- A new way for ranking functional data with applications in diagnostic test
- Reliability analysis of a \(k\)-out-of-\(n\):\(F\) system under a linear degradation model with calibrations
- Outliers and the ostensibly heavy tails
- Nested sampling, statistical physics and the Potts model
- Estimation and prediction for flexible Weibull distribution based on progressive type II censored data
- Archimedean copulas with applications to VaR estimation
- Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
- A stochastic inequality for the largest order statistics from heterogeneous gamma variables
- Average weights and power in weighted voting games
- On exact inferential results for a simple step-stress model under a time constraint
- On the unit Burr-XII distribution with the quantile regression modeling and applications
- Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
- Estimators of the parameters of beta distribution
- Quartile pair ranked set sampling: development and estimation
- Influence on estimation of mean by using quartile paired double ranked set sampling
- Optimal stochastic Bernstein polynomials in Ditzian-Totik type modulus of smoothness
- Analyzing differentiable fuzzy logic operators
- Testing skew-symmetry based on extreme ranked set sampling
- Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
- Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
- Minimum area confidence regions and their coverage probabilities for type-II censored exponential data
- A theory of the risk for empirical CVaR with application to portfolio selection
- Adaptive quantile computation for Brownian bridge in change-point analysis
- An upper-diagonal bivariate epsilon distribution with application in agriculture
- Empirical tail conditional allocation and its consistency under minimal assumptions
- Power laws, the price model, and the Pareto type-2 distribution
- Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
- Usual stochastic ordering results for series and parallel systems with components having exponentiated Chen distribution
- Stochastic quasi-interpolation with Bernstein polynomials
- On normal spacings
- Universal order statistics for random walks \& Lévy flights
- Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size
- On a time dependent divergence measure between two residual lifetime distributions
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