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Bounds for expectation of \(L\)-estimates for dependent samples. (English) Zbl 0808.62048
Summary: Accurate lower and upper bounds are presented on the expectation of each \(L\)-estimate based on a sample of possibly dependent random variables with given identical distribution functions. Distributions satisfying the bounds are constructed. Several examples are presented.

MSC:
62G30 Order statistics; empirical distribution functions
60E15 Inequalities; stochastic orderings
62E15 Exact distribution theory in statistics
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