A note on order statistics from symmetrically distributed samples

DOI10.4064/am38-4-6zbMath1221.62073MaRDI QIDQ3091054

Marek Kaluszka, Andrzej Okolewski

Publication date: 8 September 2011

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am38-4-6

zbMATH Keywords

spectral risk measures; L-statistics; dependent observations; Kendall \(\tau\); Spearman \(\rho \)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H20: Measures of association (correlation, canonical correlation, etc.)

62G30: Order statistics; empirical distribution functions

62E99: Statistical distribution theory