Maximum variance of order statistics
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DOI: 10.1007/BF00773423
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References listed on IDEAS
- Balakrishnan, N., 1990. "Improving the hartley-David-Gumbel bound for the mean of extreme order statistics," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 291-294, April.
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Cited by:
- Paweł Marcin Kozyra & Tomasz Rychlik, 2017. "Lower and upper bounds on the variances of spacings," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 417-428, April.
- Klimczak, Monika & Rychlik, Tomasz, 2004. "Maximum variance of Kth records," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 421-430, October.
- Wei Jiang & Steven Kou, 2021. "Simulating risk measures via asymptotic expansions for relative errors," Mathematical Finance, Wiley Blackwell, vol. 31(3), pages 907-942, July.
- Rychlik, Tomasz, 2008. "Extreme variances of order statistics in dependent samples," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1577-1582, September.
- Marek Beśka & Krzysztof Jasiński & Tomasz Rychlik & Marcin Spryszyński, 2012. "Mixed systems with minimal and maximal lifetime variances," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(7), pages 877-894, October.
- Mariusz Bieniek & Luiza Pańczyk, 2023. "On the choice of the optimal single order statistic in quantile estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 303-333, April.
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Keywords
Variance bounds; order statistics; Bernoulli variates; Hoeffding's identity;All these keywords.
Statistics
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