Linear Prediction of Weak Records: The Discrete Case

DOI10.1137/S0040585X97980816MaRDI QIDQ4830889zbMATH OpenFDO

Authors F. López Blázquez

Publication date 16 December 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

mean square errorconditional expectationgeometric distributionrecordsweak recordslinear predictors negative hypergeometric distributions

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Inference from stochastic processes and prediction (62M20) Characterization and structure theory of statistical distributions (62E10)

Recommendations

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Cited in

(5)

• Linear prediction of sums of sequential minima
• Linearity of best predictors for non-adjacent record values
• An additive property of weak records from geometric distributions
• Linear regression for non-adjacent weak records
• On the problem of the unique characterization of discrete distributions by single regression of weak records

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