Stability of L-statistics from weakly dependent observations

DOI10.1016/J.SPL.2010.12.015zbMATH Open1489.62151OpenAlexW2011047390MaRDI QIDQ633058FDOQ633058

Authors: Marek Kaluszka, A. Okolewski 

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.015

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zbMATH Keywords

weak dependenceorder statisticsspectral risk measures\(L\)-statisticsmixings

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Cites Work

• Mixing: Properties and examples
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• Projecting statistical functionals
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• \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks
• Bounds on expectations of linear systematic statistics based on dependent samples
• Stochastic ordering and dependence in applied probability
• Lower bounds on expectations of positive \(L\)-statistics from without-replacement models
• Laws of large numbers under dependence assumptions
• Does positive dependence between individual risks increase stop-loss premiums?
• Largest Claims Reinsurance Premiums under Possible Claims Dependence
• Title not available (Why is that?)
• Bounds forL-Statistics from Weakly Dependent Samples of Random Length
• An extension of the Erdős-Neveu-Rényi theorem with aplications to order statistics

Cited In (3)

• Stability of expected \(L\)-statistics against weak dependence of observations
• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
• A note on multiple life premiums for dependent lifetimes

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