Bounds on expectations of order statistics via extremal dependences

DOI10.1016/0167-7152(92)90127-QzbMATH Open0753.62030MaRDI QIDQ1200749FDOQ1200749

Authors: G. Caraux, O. Gascuel 

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Recommendations

• Distribution and expectation bounds on order statistics from possibly dependent variates
• Bounds on expectations of order statistics for dependent samples
• Some bounds for the expectations of functions on order statistics and their applications
• Bounds on expected generalized order statistics
• Sharp bounds for the expected value of order statistics
• Stochastically extremal distributions of order statistics for dependent samples

zbMATH Keywords

extremal dependencenormal distributiondistribution-freeboundsmaximal dependence\(r\)-extremal dependenceexpectations of order statistics

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Cites Work

• Relations, bounds and approximations for order statistics
• Stochastically extremal distributions of order statistics for dependent samples
• Optimal approximations and upper bounds for the order statistic of a sample
• Bounds on expectations of linear systematic statistics based on dependent samples
• Maximally dependent random variables
• Bounds on distribution functions of order statistics for dependent variates
• Distribution-Free Bounds on the Mean of the Maximum of a Dependent Sample

Cited In (19)

• Detecting systematic anomalies affecting systems when inputs are stationary time series
• Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model
• Bounds on distribution functions of order statistics for dependent variates
• OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES
• Distribution and expectation bounds on order statistics from possibly dependent variates
• Improved bounds for expectations of linear functions of order statistics
• Bounds for the moments of extreme order statistics for large samples
• A population-size model for protein spot detection in proteomic studies
• Mean-variance bounds for order statistics from dependent DFR, IFR, DFRA and IFRA samples
• Inequalities for expected extreme order statistics
• New global optima results for the Kauffman \(NK\) model: Handling dependency
• Bounds on expected generalized order statistics
• An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics
• Stochastically extremal distributions of order statistics for dependent samples
• Probability inequalities via negative dependence for random variables conditioned on order statistics
• Bounds on expectations of order statistics for dependent samples
• Expectation bounds on linear estimators from dependent samples
• Maximizing the expected range from dependent observations under mean-variance information
• Maximal Expectations of Extreme Order Statistics from Increasing Density and Failure Rate Populations

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