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

DOI10.1016/j.jspi.2007.09.014zbMath1182.62114OpenAlexW2075042062MaRDI QIDQ1031740

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

Riemann zeta functionmomentstochastic orderrecord valueexchangeable sequenceMaximally dependent sequencerecord timesample maximumsignless Stirling numbers of first kind

Mathematics Subject Classification ID

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

Related Items (2)

Characterizations of geometric distributions based onkth record values ⋮ Relations for product moments and covariances of \(k\)th records from discrete distributions

Cites Work

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• Inequalities for distributions with given marginals
• Stochastically extremal distributions of order statistics for dependent samples
• Relations, bounds and approximations for order statistics
• Bounds for order statistics based on dependent variables with given nonidentical distributions
• Limit laws for record values
• Maximally dependent random variables
• A class of dependent random variables and their maxima
• Projecting statistical functionals

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