On the Influence of Record Terms in the Addition of Independent Random Variables

DOI10.1080/03610920601076966MaRDI QIDQ3593547zbMATH OpenOpenAlexFDO

Authors

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601076966

zbMATH Keywords

order statisticsmaximumrecords

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• Extremal Properties of Extreme Value Distributions
• Improving the Hartley-David-Gumbel bound for the mean of extreme order statistics
• ON THE EXPECTED VALUES OF RECORD VALUES¹
• Records. Mathematical theory.
• The Maxima of the Mean Largest Value and of the Range
• The asymptotic distribution of sums of records
• Universal Bounds for Mean Range and Extreme Observation

Cited in

(6)

• Conditional evaluations of sums of sample maxima and records
• Characterizations of distributions by moment properties of sums of records and successive maxima
• Asymptotic distributions and {B}erry-{E}sseen bounds for sums of record values
• Theory & Methods: Effect on probabilities and quantiles of adding a quantity with small variance
• On distributions of sums of record values
• On one problem of the optimal choice of record values

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