Arnold, Barry C. - In: Journal of Multivariate Analysis 17 (1985) 3, pp. 316-332
Let X1, X2,..., Xn be identically distributed possibly dependent random variables with finite pth absolute moment assumed without loss of generality to be equal to 1. Denote the order statistics by X1:n, X2:n,..., Xn:n. Bounds are derived for E(Xn:n) when it is assumed that the Xi's are (i)...