Normalizing constants for record values in Archimedean copula processes

DOI10.1016/J.JSPI.2004.03.006zbMATH Open1135.62329OpenAlexW2025234496MaRDI QIDQ556445FDOQ556445

Authors: S. Wey, Alexandre Berred, V. B. Nevzorov 

Publication date: 13 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.006

zbMATH Keywords

ExtremesRecord timesRecord values

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

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Cited In (3)

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• Centralizing and normalizing constants for extrema and for records
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