On statistical inference based on record values

DOI10.1023/A:1009958722622MaRDI QIDQ1297900zbMATH OpenOpenAlexFDO

Authors Andrey Feuerverger, Peter Hall

Publication date 14 September 1999

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009958722622

zbMATH Keywords

central limit theoremorder statisticsrecord timesrecord valuestail index

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cited in

(22)

• Evidential inference based on record data and inter-record times
• On the normal record values and associated inference
• On distribution-free inference for record-value data with trend
• Asymptotic estimators of the sample size in a record model
• Likelihood-based inference for record models
• Distribution-free inference in record series
• Nonparametric confidence and tolerance intervals from record values data
• Confidence intervals for quantiles in terms of record range
• scientific article; zbMATH DE number 4174126 (Why is no real title available?)
• Asymptotic Distributions of Order Statistics and Record Values Under the Marshall–Olkin Parametrization Operation
• Bayesian inference for exponential distribution based on upper record range
• Estimation via record values
• scientific article; zbMATH DE number 1031892 (Why is no real title available?)
• Comparing the fisher information in record values and iid observations
• Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function
• On the bias of estimators based on fractional record values
• Record values from a family of J-shaped distributions
• Statistical inference for a two-parameter distribution with a bathtub-shaped or increasing hazard rate function based on record values and inter-record times with an application to COVID-19 data
• Prediction intervals for future Pareto record claims
• Bayesian estimation and prediction for some life distributions based on record values
• Comparison of record data and random observations based on statistical evidence
• The number of records within a random interval of the current record value

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