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On the existence of moments of generalized order statistics

Author

Listed:
  • Cramer, Erhard
  • Kamps, Udo
  • Rychlik, Tomasz

Abstract

Sufficient conditions for the existence of moments of generalized order statistics are established including an extension of Sen's theorem, which is valid in the very particular case of ordinary order statistics.

Suggested Citation

  • Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz, 2002. "On the existence of moments of generalized order statistics," Statistics & Probability Letters, Elsevier, vol. 59(4), pages 397-404, October.
    • Handle: RePEc:eee:stapro:v:59:y:2002:i:4:p:397-404
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    References listed on IDEAS

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    1. Balakrishnan, N. & Cramer, E. & Kamps, U., 2001. "Bounds for means and variances of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 301-315, October.
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    Cited by:

    1. Chen, Heng, 2014. "Sheep in Wolf’s clothing: Using the least squares criterion for quantile estimation," Economics Letters, Elsevier, vol. 125(3), pages 426-431.
    2. Cramer, Erhard & Schmiedt, Anja Bettina, 2011. "Progressively Type-II censored competing risks data from Lomax distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1285-1303, March.
    3. Vuong, Q.N. & Bedbur, S. & Kamps, U., 2013. "Distances between models of generalized order statistics," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 24-36.

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