Maximally dependent random variables

DOI10.1073/PNAS.73.2.286MaRDI QIDQ4122545zbMATH OpenOpenAlexWikidataFDO

Authors Tze Leung Lai, Herbert Robbins

Publication date 1976

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.73.2.286

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Cited in

(31)

• TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
• On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics
• Minimizing the expected minimum
• Variance bounds using a theorem of Polya
• Sharp bounds on l-estimates and their expectations for dependent samples
• Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model
• Network coloring and colored coin games
• Distributions and moments of record values in a sequence of maximally dependent random variables
• Computing bounds on the expected maximum of correlated normal variables
• Maxima and Minima of Overall Survival Functions with Fixed Marginal Distributions and Transmission of Technology
• A class of dependent random variables and their maxima
• scientific article; zbMATH DE number 7650071 (Why is no real title available?)
• Dependency measure for sets of random events or random variables
• Bounds on distribution functions of order statistics for dependent variates
• Bounds on the expected maximum
• Distributionally Robust Linear and Discrete Optimization with Marginals
• Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
• p-norm bounds on the expectation of the maximum of a possibly dependent sample
• A population-size model for protein spot detection in proteomic studies
• Distributions and expectations of order statistics for possibly dependent random variables
• Bounds for order statistics based on dependent variables with given nonidentical distributions
• Bounds on expectations of order statistics via extremal dependences
• A maximal inequality for skew fields
• Global optima results for the Kauffman \(NK\) model
• Comparison of multivariate risks and positive dependence
• A note on the network coloring game: a randomized distributed \((\Delta+1)\)-coloring algorithm
• Stochastically extremal distributions of order statistics for dependent samples
• Bounds on the expected value of maximum loss of fractional Brownian motion
• Bounds for expectation of l-estimates for dependent samples
• TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
• Maximizing the expected range from dependent observations under mean-variance information

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