On variances and covariances of a kind of extreme order statistics

DOI10.1080/03610926.2014.901373MaRDI QIDQ3178643zbMATHOpenAlexFDO

Authors Changshou Deng, Jiangfeng Li, Mingfa Zhou, Jinliang Wang

Publication date 15 July 2016

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

Full work available at URL https://doi.org/10.1080/03610926.2014.901373

zbMATH Keywords

order statisticsUMVUEuniform integrability

Mathematics Subject Classification ID

Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

Recommendations

• Extreme variances of order statistics in dependent samples
• Upper bound for the covariance of extreme order statistics from a sample of size three
• Some further inequalities for univariate moments and some new ones for the covariance
• Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution
• A note on the upper bound to variance of the sample extreme from a finite population

Cites work

• Bias reduction for endpoint estimation
• Estimation of location and scale parameters of a distribution by U-statistics based on best linear functions of order statistics
• Iterative estimation of the extreme value index
• Mathematical Statistics
• Some further inequalities for univariate moments and some new ones for the covariance

Cited in

(2)

• Upper bound for the covariance of extreme order statistics from a sample of size three
• Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution

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