Abstract
The random variables are said to be maximally (resp. minimally) stable of order j () if the distribution of (resp. of ) is the same for any j element subset of Under the assumption of maximal (resp. minimal) stability of order j, we give lower and upper bounds on linear combinations of distribution functions of order statistics in terms of (resp. ) and present the corresponding sharp two-sided bounds on expected L-estimates. Moreover, we evaluate the upper and lower deviations of the expectation of L-estimate from observations with a given dependence structure (copula) under maximally stable violations of the dependence assumption.
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