Normalizing constants for record values in Archimedean copula processes
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Publication:556445
DOI10.1016/j.jspi.2004.03.006zbMath1135.62329MaRDI QIDQ556445
Alexandre Berred, S. Wey, Valeriĭ Borisovich Nevzorov
Publication date: 13 June 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.006
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
Cites Work
- A dependent \(F^ \alpha\)-scheme
- Asymptotic distributions of records in nonstationary schemes
- Limit laws for record values
- Record values and maxima
- Embedding sequences of successive maxima in extremal processes, with applications
- Partial attraction of maxima
- Sample extremes: an elementary introduction
- On outstanding values in a sequence of random variables
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