Prediction of record values
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 5836051
- Prediction intervals for future records
- Maximum observed likelihood prediction of future record values
- Prediction of order statistics and record values from two independent sequences
- Exact prediction intervals for future current records and record range from any continuous distribution
Cites work
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3592801 (Why is no real title available?)
- scientific article; zbMATH DE number 716309 (Why is no real title available?)
- A simple general approach to inference about the tail of a distribution
- Almost sure convergence of the Hill estimator
- Central limit theorems for sums of extreme values
- Estimating tails of probability distributions
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Kernel estimates of the tail index of a distribution
- Laws of large numbers for sums of extreme values
- Limit laws for \(K\)-record times
- Limit theorems on order statistics
- Linear prediction of record values for the two parameter exponential distribution
- On asymptotic normality of Hill's estimator for the exponent of regular variation
- On record values and the exponent of a distribution with regularly varying upper tail
- Records
- Relations for single and product moments of record values from Gumbel distribution
- SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
- Tail estimates motivated by extreme value theory
- The future occurrence of records
- Uniform rates of convergence in extreme-value theory
- K-record values and the extreme-value index
Cited in
(22)- Explicit expressions and statistical inference of generalized Rayleigh distribution based on lower record values
- scientific article; zbMATH DE number 5836051 (Why is no real title available?)
- On the Fisher information in record data
- Statistical inference based on record data from Pareto model
- Prediction intervals for future Pareto record claims
- Bayesian estimation and prediction for some life distributions based on record values
- Prediction of the exponential fractional upper record-values
- Statistical inference for the generalized inverted exponential distribution based on upper record values
- Maximum observed likelihood prediction of future record values
- scientific article; zbMATH DE number 1089161 (Why is no real title available?)
- Likelihood-based prediction of future Weibull record values
- Prediction of record values by using quantile regression curves and distortion functions
- Lower k -record values from unit-Gompertz distribution and associated inference
- Maximum product of spacings prediction of future record values
- Prediction of order statistics and record values from two independent sequences
- Statistical inference of exponentiated moment exponential distribution based on lower record values
- Simulation of records obtained from sequences of independent and non-identically distributed variables
- On Bayesian interval prediction of future records
- Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function
- Estimation and prediction based on \(k\)-record values from normal distribution
- Statistical analysis for geometric distribution based on records
- Prediction of \(k\)\,th records
This page was built for publication: Prediction of record values
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4216590)
