Sharp bounds for \(L\)-statistics from dependent samples of random length
DOI10.1016/j.jspi.2003.08.015zbMath1083.62041MaRDI QIDQ1888830
Andrzej Okolewski, Marek Kaluszka, K. Szymanska
Publication date: 29 November 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2003.08.015
Order statistics; \(L\)-statistics; Young's inequality; sample range; Wald's identity; logarithmic inequalities; AGP inequalities; Conditionally exchangeable random variables; Hills estimator; largest claims; Random sample size
60E15: Inequalities; stochastic orderings
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
60G09: Exchangeability for stochastic processes
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