IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v15y1992i2p143-148.html
   My bibliography  Save this article

Bounds on expectations of order statistics via extremal dependences

Author

Listed:
  • Gascuel, O.
  • Caraux, G.

Abstract

Using the concept of r-extremal dependence, which generalizes Lai and Robbins (1976) maximal dependence, we propose alternative proofs and some new results concerning expectations of order statistics with any rank, from possibly dependent variates. In particular, new, distribution-free and tight bounds are given for the expectations of order statistics from i.d. variates whose common distribution is symmetrical. Sharp approximations of the tight bounds are also given for the standard normal distribution.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:143-148
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(92)90127-Q
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chang Xuan Mao & Sining Chen & Yitong Yang, 2016. "A Population-Size Model for Protein Spot Detection in Proteomic Studies," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 21(1), pages 170-180, March.
    2. Strzalkowska-Kominiak, Ewa & Cao, Ricardo, 2013. "Maximum likelihood estimation for conditional distribution single-index models under censoring," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 74-98.
    3. Papadatos, Nickos, 2001. "Distribution and expectation bounds on order statistics from possibly dependent variates," Statistics & Probability Letters, Elsevier, vol. 54(1), pages 21-31, August.
    4. 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.
    5. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:143-148. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.