Abstract
ABSTRACTLet be an n-tuple of random variables each having the same known distribution function F and such that each k-tuple has the same known copula. We extend the Kemperman [Bounding moments of an order statistic when each k-tuple is independent. In: Benes̆ V, S̆tĕpán J, editors. Distributions with given marginals and moment problems. Dordrecht: Kluwer Academic Publishers; 1997. p. 291–304] characterization and resulting method for determining sharp lower and upper bounds for the distribution functions of the associated order statistics to the case of (i) dependence structures other than independence and (ii) arbitrary linear combinations of distribution functions of order statistics.
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