An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics
The necessary and sufficient conditions are given for some stochastic process to be an empirical distribution function from some exchangeable random variables. The result is applied to establish sharp lower and upper bounds for order statistics based on possibly dependent random variables.
Volume (Year): 55 (2001)
Issue (Month): 2 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Rychlik, Tomasz, 1992. "Stochastically extremal distributions of order statistics for dependent samples," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 337-341, April.
- 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.
- Masaaki Sibuya, 1991. "Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 261-285, June.
- 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.
- Rychlik, Tomasz, 1995. "Bounds for order statistics based on dependent variables with given nonidentical distributions," Statistics & Probability Letters, Elsevier, vol. 23(4), pages 351-358, June.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:181-186. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
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.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.