dc.creator | López Blázquez, José Fernando | es |
dc.creator | Su, Nan-Cheng | es |
dc.creator | Wesołowski, Jacek | es |
dc.date.accessioned | 2020-02-05T07:14:10Z | |
dc.date.available | 2020-02-05T07:14:10Z | |
dc.date.issued | 2019 | |
dc.identifier.citation | López Blázquez, J.F., Su, N. y Wesołowski, J. (2019). Order statistics from overlapping samples: bivariate densities and regression properties. Statistics: A Journal of Theoretical and Applied Statistics, 53 (5), 1052-1081. | |
dc.identifier.issn | 0233-1888 | es |
dc.identifier.issn | 1029-4910 | es |
dc.identifier.uri | https://hdl.handle.net/11441/92749 | |
dc.description.abstract | In this paper we are interested in the joint distribution of two order statistics from overlapping samples. We give an explicit formula for the distribution of such a pair of random variables under the assumption that the parent distribution is absolutely continuous (with respect to the Lebesgue measure on the real line). The distribution is identified through the form of the density with respect to a measure which is a sum of the bivariate Lebesgue measure on R2 and the univariate Lebesgue measure on the diagonal {(x, x) : x ∈ R}. We are also interested in the question to what extent conditional expectation of one of such order statistic given another determines the parent distribution. In particular, we provide a new characterization by linearity of regression of an order statistic from the extended sample given the one from the original sample, special case of which solves a problem explicitly stated in the literature. It appears that to describe the correct parent distribution it is convenient to use quantile density functions. In several other cases of regressions of order statistics we provide new results regarding uniqueness of the distribution in the sample. Nevertheless the general question of identifiability of the parent distribution
by regression of order statistics from overlapping samples remains open. | es |
dc.description.sponsorship | Ministry of Science and Technology, Taiwan | es |
dc.description.sponsorship | Ministerio de Economia, Industria y Competitividad (MINECO). España | es |
dc.description.sponsorship | National Science Center, Poland | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | Taylor & Francis | es |
dc.relation.ispartof | Statistics: A Journal of Theoretical and Applied Statistics, 53 (5), 1052-1081. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Characterization | es |
dc.subject | Order statistics | es |
dc.subject | Overlapping samples | es |
dc.subject | Linearity of regression | es |
dc.subject | Uniqueness theorem | es |
dc.title | Order statistics from overlapping samples: bivariate densities and regression properties | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa | es |
dc.relation.projectID | 102-2118-M-305-003 | es |
dc.relation.projectID | 104-2118-M-305-003 | es |
dc.relation.projectID | MTM2016-74983 | es |
dc.relation.projectID | 2016/21/B/ST1/00005 | es |
dc.relation.publisherversion | https://www.tandfonline.com/doi/pdf/10.1080/02331888.2019.1599378?needAccess=true | es |
dc.identifier.doi | 10.1080/02331888.2019.1599378 | es |
dc.contributor.group | Universidad de Sevilla. FQM331: Métodos y Modelos de la Estadística y la Investigación Operativa | es |
idus.format.extent | 24 p. | es |
dc.journaltitle | Statistics: A Journal of Theoretical and Applied Statistics | es |
dc.publication.volumen | 53 | es |
dc.publication.issue | 5 | es |
dc.publication.initialPage | 1052 | es |
dc.publication.endPage | 1081 | es |