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)

• Centralizing and normalizing constants for extrema and for records
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• scientific article; zbMATH DE number 4092557 (Why is no real title available?)

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