Bounds on expectations ofL-estimates for maximally and minimally stable samples

DOI10.1080/02331888.2015.1105804MaRDI QIDQ2953572zbMATH OpenOpenAlexFDO

Authors A. Okolewski

Publication date 4 January 2017

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1105804

zbMATH Keywords

\(L\)-estimatesdependent random variablesexpectation boundsorder statisticsstability

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Modification of Schwarz's Inequality with Applications to Distributions
• An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics
• Bounds for expectation of l-estimates for dependent samples
• Bounds on distribution functions of order statistics for dependent variates
• Bounds on expectation of order statistics from a finite population
• Distribution and expectation bounds on order statistics from possibly dependent variates
• Order Statistics
• Sharp bounds on l-estimates and their expectations for dependent samples
• Stability of order statistics under dependence
• Stochastically extremal distributions of order statistics for dependent samples

Cited in

(9)

• p-norm bounds on the expectation of the maximum of a possibly dependent sample
• An extension of Kemperman's characterization on k-independence and its application
• Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
• scientific article; zbMATH DE number 1194767 (Why is no real title available?)
• Bounds for expectation of l-estimates for dependent samples
• The majorizing measure approach to sample boundedness
• OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES
• Distribution and expectation bounds on order statistics from possibly dependent variates
• Stability of \(L\)-statistics from weakly dependent observations

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