Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals

DOI10.1016/J.JMVA.2017.05.007MaRDI QIDQ2401351zbMATHOpenAlexFDO

Authors A. Okolewski

Publication date 8 September 2017

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

Full work available at URL https://doi.org/10.1016/j.jmva.2017.05.007

zbMATH Keywords

copulaempirical distribution functionorder statisticscoherent systemsdiagonal sectiondependent observations

Mathematics Subject Classification ID

Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1163801 (Why is no real title available?)
• scientific article; zbMATH DE number 3215084 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics
• Bounds for expectation of l-estimates for dependent samples
• Bounds for order statistics based on dependent variables with given nonidentical distributions
• Bounds on distribution functions of order statistics for dependent variates
• Bounds on expectations ofL-estimates for maximally and minimally stable samples
• Convex Polytopes
• Distribution and expectation bounds on order statistics from possibly dependent variates
• Distribution bounds for order statistics when eachk-tuple has the same piecewise uniform copula
• Distributions and expectations of order statistics for possibly dependent random variables
• Maximally dependent random variables
• Minimizing the expected minimum
• On the application and extension of system signatures in engineering reliability
• Projection method for moment bounds on order statistics from restricted families
• Reliability and expectation bounds for coherent systems with exchangeable components
• Sharp bounds on l-estimates and their expectations for dependent samples
• Stochastically extremal distributions of order statistics for dependent samples

Cited in

(8)

• Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
• Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• Stochastically extremal distributions of order statistics for dependent samples
• On distributions of order statistics for absolutely continuous copulas with applications to reliability
• Preservation of distributional properties of component lifetimes by system lifetimes
• An extension of Kemperman's characterization on \(k\)-independence and its application
• On the extension of signature-based representations for coherent systems with dependent non-exchangeable components

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