Projection Method for Moment Bounds on Order Statistics from Restricted Families: I. Dependent Case
AbstractWe present a method of projections onto convex cones for establishing the sharp bounds in terms of the first two moments for the expectations ofL-estimates based on samples from restricted families. In this part, we consider the case of possibly dependent identically distributed parent random variables. For the classes of decreasing failure probability, DFR, and symmetric unimodal marginal distributions, we first determine parametric subclasses which contain the distributions attaining the extreme expectations for allL-estimates. Then we derive the bounds for single order statistics. The results provide some new characterizations of uniform and exponential distributions
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 57 (1996)
Issue (Month): 1 (April)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Rychlik, Tomasz, 2002. "Best upper quantile evaluations for NWU distributions," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 175-184, June.
- Danielak, Katarzyna & Rychlik, Tomasz, 2003. "Sharp bounds for expectations of spacings from DDA and DFRA families," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 303-316, December.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.