Bounds for L-Statistics from Weakly Dependent Samples of Random Length |
| |
| Authors: | M. Kaluszka |
| |
| Affiliation: | Institute of Mathematics, Technical University of Lodz , Lodz, Poland |
| |
| Abstract: | ABSTRACT Sharp bounds on expected values of L-statistics based on a sample of possibly dependent, identically distributed random variables are given in the case when the sample size is a random variable with values in the set {0, 1, 2,…}. The dependence among observations is modeled by copulas and mixing. The bounds are attainable and provide characterizations of some non trivial distributions. |
| |
| Keywords: | Copula Mixing Order statistics L-statistics |
|
|
