Distributions and moments of record values in a sequence of maximally dependent random variables

DOI10.1016/J.JSPI.2007.09.014MaRDI QIDQ1031740zbMATH OpenOpenAlexFDO

Authors Tomasz Rychlik, Charalambos A. Charalambides

Publication date 30 October 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.09.014

zbMATH Keywords

exchangeable sequenceMaximally dependent sequencemomentrecord timerecord valueRiemann zeta functionsample maximumsignless Stirling numbers of first kindstochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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Cites work

• A class of dependent random variables and their maxima
• Bounds for order statistics based on dependent variables with given nonidentical distributions
• scientific article; zbMATH DE number 3884234 (Why is no real title available?)
• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 1774199 (Why is no real title available?)
• Inequalities for distributions with given marginals
• Limit laws for record values
• Maximally dependent random variables
• Projecting statistical functionals
• Relations, bounds and approximations for order statistics
• Stochastically extremal distributions of order statistics for dependent samples

Cited in

(8)

• Records and 2-block records of 1-dependent stationary sequences under local dependence
• Generating large sequences of normal maxima via record values
• scientific article; zbMATH DE number 4217157 (Why is no real title available?)
• scientific article; zbMATH DE number 4042957 (Why is no real title available?)
• Characterizations of geometric distributions based onkth record values
• On distribution of upper marginal records in bivariate random sequences
• Relations for product moments and covariances of kth records from discrete distributions
• The distributions of certain record statistics from a random number of observations

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