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

DOI10.1007/S11749-011-0242-6MaRDI QIDQ1944374zbMATH OpenOpenAlexFDO

Authors R. Gouet, F. Javier López, Gerardo Sanz

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

extremeslaw of large numbersnear-records

Mathematics Subject Classification ID

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

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Cites work

• A martingale approach to strong convergence of the number of records
• Asymptotic behaviour of a number of repeated records
• Asymptotic normality for the counting process of weak records and -records in discrete models
• Breaking Records and Breaking Boards
• Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches
• Estimation of Tails and Related Quantities Using the Number of Near-Extremes
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1031935 (Why is no real title available?)
• scientific article; zbMATH DE number 3439738 (Why is no real title available?)
• scientific article; zbMATH DE number 3373117 (Why is no real title available?)
• Laws of large numbers for the number of weak records
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• Parametric and nonparametric inference from record-breaking data

Cited in

(15)

• Statistical inference for the geometric distribution based on \(\delta\)-records
• Approximations of -record probabilities in i.i.d. and trend models
• On the point process of near-record values
• Asymptotic normality for the counting process of weak records and -records in discrete models
• -exceedance records and random adaptive walks
• Central limit theorem for the number of near-records
• Exceedances of records
• Asymptotic rates for records and -records
• Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\)
• scientific article; zbMATH DE number 1031935 (Why is no real title available?)
• Limit theorems for the counting process of near-records
• Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\)
• Exact and asymptotic properties of δ-records in the linear drift model
• Characterisation of distributions via record-like observations
• The distributions of certain record statistics from a random number of observations

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