Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
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DOI: 10.1016/j.jmva.2017.05.007
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References listed on IDEAS
- Rychlik, Tomasz, 1994. "Distributions and expectations of order statistics for possibly dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 31-42, January.
- Kaluszka, M. & Okolewski, A., 2001. "An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 181-186, November.
- Gajek, Leslaw & Rychlik, Tomasz, 1996. "Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 156-174, April.
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- Navarro, Jorge & Rychlik, Tomasz, 2007. "Reliability and expectation bounds for coherent systems with exchangeable components," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 102-113, January.
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Cited by:
- Barry C. Arnold & Tomasz Rychlik & Magdalena Szymkowiak, 2022. "Preservation of distributional properties of component lifetimes by system lifetimes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 901-930, December.
- Catana, Luigi-Ionut, 2022. "Stochastic orders of multivariate Jones–Larsen distribution family with empirical applications in physics, economy and social sciences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
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Keywords
Order statistics; Dependent observations; Copula; Diagonal section; Empirical distribution function; Coherent systems;All these keywords.
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