Maximizing the expected range from dependent observations under mean–variance information
From MaRDI portal
Publication:5739685
DOI10.1080/02331888.2015.1074234zbMath1342.62078arXiv1405.6884OpenAlexW3104683551MaRDI QIDQ5739685
Publication date: 19 July 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6884
characterizationsrangedependent observationsprobability matricesextremal random vectorstight expectation bounds
Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Matrices with prescribed row and column sums
- Study of some measures of dependence between order statistics and systems
- p-norm bounds on the expectation of the maximum of a possibly dependent sample
- Some finite sample results for the selection differential
- Stochastically extremal distributions of order statistics for dependent samples
- Bounds on distribution functions of order statistics for dependent variates
- Bounds on expectations of order statistics via extremal dependences
- Bounds on expectations of linear systematic statistics based on dependent samples
- Some characterizations of distributions based on order statistics
- Distributions and expectations of order statistics for possibly dependent random variables
- Projection method for moment bounds on order statistics from restricted families. II: Independent case
- Sharp bounds for \(L\)-statistics from dependent samples of random length
- Bounds for order statistics based on dependent variables with given nonidentical distributions
- Projection method for moment bounds on order statistics from restricted families
- On sharpness of Tchebycheff-type inequalities
- Mathematical Analysis
- Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
- Convex majorization with an application to the length of critical paths
- Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
- Bounds on the expected maximum
- Bounds for the expectation of linear combinations of order statistics with application to pert networks
- Distribution-Free Bounds on the Mean of the Maximum of a Dependent Sample
- Maximally dependent random variables
- Sharp bounds on l-estimates and their expectations for dependent samples
- Bias-robustness of l-estimates of location against dependence
- Order Statistics
- Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
- LIMITS OF THE RATIO OF MEAN RANGE TO STANDARD DEVIATION
- The Maxima of the Mean Largest Value and of the Range
- Universal Bounds for Mean Range and Extreme Observation
- Expectation bounds on linear estimators from dependent samples
- Distribution and expectation bounds on order statistics from possibly dependent variates
This page was built for publication: Maximizing the expected range from dependent observations under mean–variance information