On distribution-free inference for record-value data with trend

DOI10.1214/aos/1032181174zbMath0867.62017OpenAlexW2010677268MaRDI QIDQ1354478

Andrey Feuerverger

Publication date: 3 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032181174

zbMATH Keywords

trendbootstraprecord valuestime seriespolynomial regressionstationary sequencemaximum likelihood estimatorsdependent datamisspecificationlinear trendslopeintercepterror distributiondistribution-free approachrecord-value datavariance of estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Distribution-free inference in record series ⋮ Interval estimation for proportional reversed hazard family based on lower record values ⋮ Records from stationary observations subject to a random trend

Cites Work

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• Weak convergence to extremal processes
• Record values and inter-record times
• Records from improving populations
• On extreme-value theory in the presence of a trend
• Records in the presence of a linear trend
• Regression with censored data
• On record values and the exponent of a distribution with regularly varying upper tail
• Extremal processes and random measures
• On discrete time extremal processes
• A limit theorem for inter-record times

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