Projection Mean–Variance Bounds on Expectations ofkth Record Values from Restricted Families

DOI10.1080/03610920601033983zbMath1118.62055OpenAlexW2006480258MaRDI QIDQ3436012

Milena Bieniek

Publication date: 8 May 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601033983

zbMATH Keywords

projection methodgeneralized Pareto distributionconvex orderstar order\(k\)th record valuesgeneralized failure rate function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

Related Items (6)

Conditions for finiteness and bounds on moments of record values from iid continuous life distributions ⋮ On Families of Distributions for Which Optimal Bounds on Expectations of GOS Can be Derived ⋮ Lower bounds on the expectations of upper record values ⋮ Unnamed Item ⋮ Optimal upper bounds on expected kth record values from IGFR distributions ⋮ Sharp lower bounds on expectations of gOS based on DGFR distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Contributions to nonparametric generalized failure rate function estimation
• Statistical inference using extreme order statistics
• Bounds based on greatest convex minorants for moments of record values
• Projection method for moment bounds on order statistics from restricted families. II: Independent case
• Projection bounds on expectations of record statistics from restricted families
• Projection method for moment bounds on order statistics from restricted families
• On the asymptotic distribution of an isotonic window estimator for the generalized failure rate function
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• ON THE EXPECTED VALUES OF RECORD VALUES¹
• Fitting the Generalized Pareto Distribution to Data
• SHARP BOUNDS FOR EXPECTATIONS OF kTH RECORD INCREMENTS
• A Modification of Schwarz's Inequality with Applications to Distributions
• Mean-variance bounds for order statistics from dependent DFR, IFR, DFRA and IFRA samples
• Projecting statistical functionals

This page was built for publication: Projection Mean–Variance Bounds on Expectations ofkth Record Values from Restricted Families