Prediction of \(k\)\,th records

DOI10.1016/j.spl.2005.06.012zbMath1086.62065OpenAlexW2015299264MaRDI QIDQ2489827

Monika Klimczak

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.06.012

zbMATH Keywords

Hölder inequalityQuantileConditional expectationBound

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Unnamed Item ⋮ Prediction of \(k\)-records from a general class of distributions under balanced type loss functions

Cites Work

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• Reconstruction of previous failure times and records
• Sharp bounds on expectations of \(k\)th record spacings from restricted families
• Distribution-free bounds for expectations of increments of records
• ON THE EXPECTED VALUES OF RECORD VALUES¹
• Evaluating improvements of records
• SHARP BOUNDS FOR EXPECTATIONS OF kTH RECORD INCREMENTS
• A Modification of Schwarz's Inequality with Applications to Distributions
• Projecting statistical functionals

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