On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation

DOI10.1007/s11749-011-0242-6zbMath1275.62048OpenAlexW1993433661MaRDI QIDQ1944374

Raúl Gouet, Gerardo Sanz, F. Javier López

Publication date: 5 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0242-6

zbMATH Keywords

law of large numbersextremesnear-records

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

Related Items (9)

Statistical inference for the geometric distribution based on \(\delta\)-records ⋮ Central Limit Theorem for the Number of Near-Records ⋮ Exceedances of records ⋮ Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\) ⋮ Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\) ⋮ Limit Theorems for the Counting Process of Near-Records ⋮ Approximations of \(\delta\)-record probabilities in i.i.d. and trend models ⋮ Exact and asymptotic properties of δ-records in the linear drift model ⋮ On the point process of near-record values

Cites Work

• Laws of large numbers for the number of weak records
• Limit theorems for numbers of near records
• Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches
• Asymptotic behaviour of a number of repeated records
• On the number of near-maximum insurance claim under dependence.
• On the number of records in an iid discrete sequence
• Parametric and nonparametric inference from record-breaking data
• Limit theorems for records from discrete distributions
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• Breaking Records and Breaking Boards
• A martingale approach to strong convergence of the number of records
• Estimation of Tails and Related Quantities Using the Number of Near-Extremes
• On the number and sum of near-record observations
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