Numbers of near bivariate record-concomitant observations

DOI10.1016/J.JMVA.2011.01.007zbMath1233.62109OpenAlexW2033326730MaRDI QIDQ716170

Ismihan Bayramoglu (Bairamov), Alexei Stepanov

Publication date: 19 April 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.007

zbMATH Keywords

limit theoremsinsurance claimsgeneration of recordsnear bivariate records-concomitant observations

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (17)

Simulation of gamma records ⋮ On simulation of weak records ⋮ On simulation of normal records ⋮ Stochastic comparisons of order statistics and their concomitants ⋮ Generation of records obtained from sequences of independent and non-identically distributed variables ⋮ Concomitants of records: limit results, generation techniques, correlation ⋮ North-east bivariate records ⋮ On numbers of observations in random regions determined by records ⋮ Discrete records: limit theorems for their spacings and generation methods ⋮ On the use of the Borel-Cantelli lemma in Markov chains ⋮ On the mathematical theory of records ⋮ On numbers of observations in random regions determined by records for tail-less populations ⋮ Asymptotic properties of \(m\)th spacings based on records ⋮ Generating large sequences of normal maxima via record values ⋮ Asymptotic properties of the number of near minimum-concomitant observations in the case of progressive type-II censoring ⋮ Limit results for concomitants of order statistics ⋮ On the point process of near-record values

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• Estimation of Tails and Related Quantities Using the Number of Near-Extremes
• On the number and sum of near-record observations
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