TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
From MaRDI portal
Recommendations
- Bounds on expectations of order statistics for dependent samples
- Distribution and expectation bounds on order statistics from possibly dependent variates
- Bounds for order statistics based on dependent variables with given nonidentical distributions
- Sharp upper bounds for the expected values of non-extreme order statistics from discrete distributions
- Sharp Upper Bounds for Expectations of Differences of Order Statistics in Various Scale Units
Cites work
- Convex majorization with an application to the length of critical paths
- Extremal Properties of Extreme Value Distributions
- Maximally dependent random variables
- On sharpness of Tchebycheff-type inequalities
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
- The Maxima of the Mean Largest Value and of the Range
- The pricing of options and corporate liabilities
- Universal Bounds for Mean Range and Extreme Observation
- Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
Cited in
(20)- Third-order extensions of Lo's semiparametric bound for European call options
- On optimization of stochastic max-min-plus-scaling systems -- an approximation approach
- Optimal setup of a multihead weighing machine
- Persistence in discrete optimization under data uncertainty
- Upper bounds for the expected maxima of independent random variables given known first four moments
- An Upper Bound for the Expected Difference between Order Statistics
- On distributional robust probability functions and their computations
- Sharp upper bounds for the best predictor of future mean of some order statistics
- scientific article; zbMATH DE number 3942146 (Why is no real title available?)
- scientific article; zbMATH DE number 1163801 (Why is no real title available?)
- The value of side information in network flow optimization
- Two-sided estimates for order statistics of log-concave random vectors
- Bounds on expected generalized order statistics
- Maximizing the expected range from dependent observations under mean-variance information
- On the Bounds for the Expected Maxima of Random Samples with Known Expected Maxima of Two Samples of Smaller Size
- Controlling estimation error in reinforcement learning via reinforced operation
- Statistical field theory for Markov decision processes under uncertainty
- Distributionally robust optimization
- Sharp upper bounds for the expected values of non-extreme order statistics from discrete distributions
- Analysis of particle interaction in particle swarm optimization
This page was built for publication: TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3422741)
