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On the bias of order statistics in non-i.i.d. samples

A formula for the leading bias term in the expected value of a central order statistic from a non-i.i.d. sample is derived. This formula generalises the well-known result in the i.i.d. case and covers various situations in which the underlying observations are not independent and/or not identically distributed.
Year of publication:
1992
Authors: Wood, Andrew T. A.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 4, p. 285-291
Publisher: Elsevier
Keywords: Bias Edgeworth expansion (lattice case) i.i.d. order statistics
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223348
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