Prediction of record values by using quantile regression curves and distortion functions

DOI10.1007/S00184-021-00847-WMaRDI QIDQ2150892zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 30 June 2022

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00184-021-00847-w

zbMATH Keywords

confidence regionscopuladistorted distributionsmedian regressionrecord values

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

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Cites work

• An introduction to copulas.
• Bivariate box plots based on quantile regression curves
• Distortion Risk Measures and Economic Capital
• Linear estimators and predictors based on generalized order statistics from generalized Pareto distributions
• Maximum observed likelihood prediction of future record values
• Maximum product of spacings prediction of future record values
• Numerical Methods for Special Functions
• On generalized (\(k\)) record values from Pareto distribution
• On some predictors of future order statistics
• Prediction intervals for the future record values from exponential distribution: comparative study
• Quantile regression.
• Recent developments in ordered random variables.
• Regression Quantiles
• Statistical inference based on record data from Pareto model
• Stochastic ordering properties for systems with dependent identically distributed components
• The Dual Theory of Choice under Risk
• The future occurrence of records

Cited in

(7)

• On sums of dependent random lifetimes under the time-transformed exponential model
• Predicting future failure times by using quantile regression
• Predicting failure times of coherent systems
• Predicting future failures in generalized order statistics and related models
• Preservation of relative hazard rate and relative reversed hazard rate orders by distorted distributions
• Simultaneous prediction of record values
• On variability of the mean remaining lifetime at random age

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