Some results on joint record events

DOI10.1016/J.SPL.2017.11.011zbMath1463.62144arXiv1707.06254OpenAlexW2963746255MaRDI QIDQ1650284

Michael Falk, Simone A. Padoan, Amir Khorrami Chokami

Publication date: 3 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.06254

zbMATH Keywords

order statisticsdomain of attractionrecordsextreme value distributionKullback-Leibler distance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Records for time-dependent stationary Gaussian sequences ⋮ On multivariate records from random vectors with independent components ⋮ General regular variation, Popa groups and quantifier weakening

Cites Work

• Asymptotic behavior of the joint record values, with applications
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