Peakedness of linear forms in ensembles and mixtures

DOI10.1016/S0167-7152(97)00023-0MaRDI QIDQ1373973zbMATH OpenOpenAlexFDO

Authors Donald R. Jensen

Publication date 27 February 2001

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

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00023-0

zbMATH Keywords

majorizationconcentrationweighted averagesestimating locationmonotone consistencystar-contoured distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 4111829 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Matrix extremes and related stochastic bounds
• Metric spaces and completely monontone functions
• On Random Variables with Comparable Peakedness
• On the theory of elliptically contoured distributions
• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• Peakedness of Distributions of Convex Combinations
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The Structure and Analysis of Spherical Time-Dependent Processes

Cited in

(8)

• A new proof for the peakedness of linear combinations of random variables
• Efficiency of linear estimators under heavy-tailedness: convolutions of alpha-symmetric distri\-butions
• scientific article; zbMATH DE number 4111829 (Why is no real title available?)
• On the monotone convergence of vector means
• Peakedness for weighted sums of symmetric random variables
• Some Inequalities of Linear Combinations of Independent Random Variables. I.
• Portfolio diversification and value at risk under thick-tailedness†
• On estimation of peakedness-ordered distributions

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