Bounds based on greatest convex minorants for moments of record values

DOI10.1016/S0167-7152(97)00046-1zbMath0897.60054OpenAlexW2024920236MaRDI QIDQ1375863

Mohammad Zayed Raqab

Publication date: 21 January 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00046-1

zbMATH Keywords

record valuesCauchy-Schwarz inequalitygreatest convex minorants

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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Cites Work

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