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Stability of Order Statistics under Dependence

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  • Tomasz Rychlik

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  • Tomasz Rychlik, 2001. "Stability of Order Statistics under Dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 877-894, December.
    • Handle: RePEc:spr:aistmt:v:53:y:2001:i:4:p:877-894
    DOI: 10.1023/A:1014681708984
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    References listed on IDEAS

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    1. Rychlik, Tomasz, 1992. "Stochastically extremal distributions of order statistics for dependent samples," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 337-341, April.
    2. 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.
    3. Raqab, Mohammad Z., 1997. "Bounds based on greatest convex minorants for moments of record values," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 35-41, November.
    4. Nickos Papadatos, 1997. "Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 727-736, December.
    5. Gajek, Leslaw & Rychlik, Tomasz, 1998. "Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case," Journal of Multivariate Analysis, Elsevier, vol. 64(2), pages 156-182, February.
    6. Caraux, G. & Gascuel, O., 1992. "Bounds on distribution functions of order statistics for dependent variates," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 103-105, May.
    7. Arnold, Barry C., 1985. "p-Norm bounds on the expectation of the maximum of a possibly dependent sample," Journal of Multivariate Analysis, Elsevier, vol. 17(3), pages 316-332, December.
    8. Gascuel, O. & Caraux, G., 1992. "Bounds on expectations of order statistics via extremal dependences," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 143-148, September.
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    Cited by:

    1. Okolewski, A. & Kaluszka, M., 2015. "Stability of expected L-statistics against weak dependence of observations," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 157-164.
    2. Jorge Navarro & José Ruiz & Carlos Sandoval, 2006. "Reliability properties of systems with exchangeable components and exponential conditional distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 471-484, September.
    3. Z. Raqab, Mohammad, 2003. "P-Norm bounds for moments of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 64(4), pages 393-402, October.

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