Distribution-free inference in record series

DOI10.1007/s10687-017-0283-7OpenAlexW2584992586MaRDI QIDQ1692080

Anis S. Hoayek, Zaher Khraibani, Gilles R. Ducharme

Publication date: 26 January 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-017-0283-7

zbMATH Keywords

estimationconfidence intervalrecordsgoodness-of-fit testlinear drift modelYang-Nevzorov model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Likelihood-based inference for record models

Cites Work

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• On records and related processes for sequences with trends
• A Non Parametric Exact Test Based on the Number of Records for an Early Detection of Emerging Events: Illustration in Epidemiology

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