Asymptotic properties of mth spacings based on records

DOI10.1016/J.SPL.2024.110052MaRDI QIDQ6540904zbMATHFDO

Authors Ismihan Bayramoglu, A. Stepanov

Publication date 17 May 2024

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

zbMATH Keywords

limit resultsrecordssimulation techniques\(m\)th record spacings

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

Recommendations

• Asymptotic properties of the uppermost and the lowest mth exponential spacings based on records
• Asymptotic results for \(m\)-th exponential spacings
• Limit theorems for the uppermost \(m\)th spacing based on weak geometric records
• Limit theorems for the spacings of weak records

Cites work

• scientific article; zbMATH DE number 5070674 (Why is no real title available?)
• A Characterization of the Exponential Distribution by Order Statistics
• A note on the number of observations near an order statistic
• Asymptotic properties of the ratio of order statistics
• Asymptotic properties of the spacings of kth records from discrete distributions
• Asymptotic properties of the uppermost and the lowest mth exponential spacings based on records
• Characterization results for symmetric continuous distributions based on the properties of \(k\)-records and spacings
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
• Limit theorems for the ratio of weak records
• Limit theorems for the uppermost \(m\)th spacing based on weak geometric records
• Numbers of near bivariate record-concomitant observations
• On outstanding values in a sequence of random variables
• On simulation of normal records
• On the number and sum of near-record observations
• On the number of near-maximum insurance claim under dependence.
• Records via probability theory
• Stochastic comparisons of spacings of record values from one or two sample sequences

This page was built for publication: Asymptotic properties of \(m\)th spacings based on records

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540904)