Stability of order statistics under dependence

DOI10.1023/A:1014681708984MaRDI QIDQ1603024zbMATH OpenOpenAlexFDO

Authors Tomasz Rychlik

Publication date 24 June 2002

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1014681708984

zbMATH Keywords

stabilityorder statisticssharp boundindependent samplesdependent-samplesHoelder inequalityidentically distributed variablesMoriguti's monotone approximationp-th central absolute moment

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

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Cited in

(14)

• Distribution and expectation bounds on order statistics from possibly dependent variates
• Expectation of rank statistics under setup of stochastic inequalities
• Stability theorems for large order statistics with varying ranks
• Stability of expected \(L\)-statistics against weak dependence of observations
• BOUNDS ON THE BIAS OF WINSORIZED MEANS
• Bounds on expectations of order statistics for dependent samples
• Properties of systems with two exchangeable Pareto components
• On the bias of order statistics in non-i.i.d. samples
• Bounds on expectations ofL-estimates for maximally and minimally stable samples
• P-norm bounds for moments of progressive type II censored order statistics.
• Reliability properties of systems with exchangeable components and exponential conditional distributions
• Concentration inequalities for order statistics
• A note on a result by W. Hoeffding
• How deviant can you be? The complete solution

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