Distributions and expectations of order statistics for possibly dependent random variables

DOI10.1016/0047-259X(94)80003-EzbMath0790.62048OpenAlexW2079250310MaRDI QIDQ1323140

Tomasz Rychlik

Publication date: 10 May 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(94)80003-e

zbMATH Keywords

momentsextreme valuesvariancePontryagin's maximum principleexpectationarbitrary Borel function of order statisticsdependent, identically distributed random variablesuniformly distributed random variables

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (23)

On inactivity times of failed components of coherent system under double monitoring ⋮ An extension of Kemperman's characterization on \(k\)-independence and its application ⋮ Reliability and expectation bounds for coherent systems with exchangeable components ⋮ Polygonal smoothing of the empirical distribution function ⋮ Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals ⋮ Volatility estimation and jump detection for drift-diffusion processes ⋮ Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables ⋮ Copulas for order statistics with prescribed margins ⋮ Extreme variances of order statistics in dependent samples ⋮ A probabilistic view on semilinear copulas ⋮ Copulas, diagonals, and tail dependence ⋮ Multivariate copulas with hairpin support ⋮ Expectation bounds on linear estimators from dependent samples ⋮ Maximizing the expected range from dependent observations under mean–variance information ⋮ On the relationships between copulas of order statistics and marginal distributions ⋮ Unnamed Item ⋮ Mixed systems with minimal and maximal lifetime variances ⋮ A note on comparisons among coherent systems with dependent components using signatures ⋮ On copulas and their diagonals ⋮ Unnamed Item ⋮ Study of some measures of dependence between order statistics and systems ⋮ Maximal dispersion of order statistics in dependent samples ⋮ Frank's condition for multivariate Archimedean copulas

Cites Work

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• Extremes and related properties of random sequences and processes
• Inequalities for distributions with given marginals
• Stochastically extremal distributions of order statistics for dependent samples
• Relations, bounds and approximations for order statistics
• On von Neumann's minimax theorem
• Maximally dependent random variables
• A class of dependent random variables and their maxima

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