Bounds for expectations of concomitants

DOI10.1007/S00362-006-0041-4zbMATH Open1309.62089OpenAlexW2089808178MaRDI QIDQ840938FDOQ840938

Authors: A. Okolewski, Marek Kaluszka 

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0041-4

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zbMATH Keywords

copulasorder statisticsfinite populationsconcomitants

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Cites Work

• An introduction to copulas. Properties and applications
• Comparison methods for stochastic models and risks
• Convergence of sample paths of normalized sums of induced order statistics
• Using copulae to bound the value-at-risk for functions of dependent risks
• Title not available (Why is that?)
• A Modification of Schwarz's Inequality with Applications to Distributions
• Projecting statistical functionals
• Sharp bounds for expectations of spacings from decreasing density and failure rate families
• The Maxima of the Mean Largest Value and of the Range
• Universal Bounds for Mean Range and Extreme Observation
• General distribution theory of the concomitants of order statistics
• Bounds on expectation of order statistics from a finite population
• Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
• Exact bounds for the expectations of order statistics from non-negative populations
• Bounds for expectation of l-estimates for dependent samples
• Über Erwartungswerte und Varianzen von Ranggrößen in kleinen Stichproben
• Distribution of the maximum of concomitants of selected order statistics
• On the average difference between concomitants and order statistics
• Sharp exponential and entropy bounds on expectations of generalized order statistics
• Inequalities for expected extreme order statistics
• Title not available (Why is that?)
• Estimating Scale and Truncation Parameters for the Truncated Exponential Distribution with Type-I Censored Sampling

Cited In (4)

• Sharp bounds on the bias of trimean
• Computing Bounds on Expectations
• Best bounds for expected financial payoffs. II: Applications
• Sharp lower bounds on expectations of gOS based on DGFR distributions

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