Random Convex Combinations ofm-Generalized Order Statistics

DOI10.1080/03610926.2011.615442MaRDI QIDQ2865256zbMATH OpenOpenAlexFDO

Authors Agnieszka Goroncy, Udo Kamps

Publication date 29 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.615442

zbMATH Keywords

characterizationsgeneralized order statisticsgeneralized Pareto distributionsrandom convex combination

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 3480894 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• A concept of generalized order statistics
• Identical Distributions of Single Variates and Random Convex Combinations of Uniform Fractional Order Statistics
• Marginal distributions of sequential and generalized order statistics
• Moment inequalities for order statistics with applications to characterizations of distributions
• On fractional uniform order statistics
• Random Contraction and Random Dilation of Generalized Order Statistics
• Random convex combinations of order statistics

Cited in

(4)

• Convex orders for linear combinations of random variables
• Random shifts and scalings of \(m\)-generalized order statistics
• An MGF-Based Unified Framework to Determine the Joint Statistics of Partial Sums of Ordered Random Variables
• Random convex combinations of order statistics

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