Sharp bounds for the expected value of order statistics

DOI10.1016/S0167-7152(96)00116-2MaRDI QIDQ1380573zbMATH OpenFDO

Authors D. Massart

Publication date 29 November 1998

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

Full work available at URL https://doi.org/10.1016/S0167-7152(96)00116-2

zbMATH Keywords

boundsexpected valuegreatest convex minorantorder statisticsSchwarz inequality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Recommendations

• A simple application of binomial -- negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants
• Bounds on expected generalized order statistics
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Cites work

• A Modification of Schwarz's Inequality with Applications to Distributions
• A simple application of binomial -- negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants
• scientific article; zbMATH DE number 3443014 (Why is no real title available?)

Cited in

(14)

• Bounds on expectations of order statistics via extremal dependences
• Inequalities for expected extreme order statistics
• Evaluating expectations of \(L\)-statistics by the Steffensen inequality
• An Upper Bound for the Expected Difference between Order Statistics
• Sharp upper bounds for the best predictor of future mean of some order statistics
• Bounds for the mean of second largest order statistic in large samples
• Sharp bounds on the expectations of second record values from symmetric populations
• Sharp Bounds for Generalized Order Statistics via Logarithmic Moments
• Monotonicity properties of certain expected extreme order statistics
• Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
• Sharp bounds on moments of generalized order statistics.
• Bounds for means and variances of progressive type II censored order statistics
• Bounds on expectations of small order statistics from decreasing density populations
• Sharp upper bounds for the expected values of non-extreme order statistics from discrete distributions

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