Numbers of near bivariate record-concomitant observations

DOI10.1016/J.JMVA.2011.01.007MaRDI QIDQ716170zbMATH OpenOpenAlexFDO

Authors Ismihan Bayramoglu, A. Stepanov

Publication date 19 April 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.01.007

zbMATH Keywords

limit theoremsinsurance claimsgeneration of recordsnear bivariate records-concomitant observations

Mathematics Subject Classification ID

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

Recommendations

• Numbers of near-maxima for the bivariate case
• On numbers of observations in random regions determined by records
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Cites work

• scientific article; zbMATH DE number 3971883 (Why is no real title available?)
• scientific article; zbMATH DE number 3567774 (Why is no real title available?)
• scientific article; zbMATH DE number 1212031 (Why is no real title available?)
• scientific article; zbMATH DE number 1049037 (Why is no real title available?)
• A characteristic martingale related to the counting process of records
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• Asymptotic rates for records and \(\delta\)-records
• Bivariate maximum insurance claim and related point processes
• Estimation of Tails and Related Quantities Using the Number of Near-Extremes
• Exact distribution and Fisher information of weak record values.
• Limit theorems for numbers of near records
• Numbers of near-maxima for the bivariate case
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• On the number and sum of near-record observations
• On the number of near-maximum insurance claim under dependence.
• On the number of near-maximum insurance claims
• On the number of points near the multivariate maxima
• Some Distributions of Induced Records
• The neighbourhood of bivariate maxima
• The number and sum of near \(m\)-extremes
• The number and sum of near-maxima for thin-tailed populations
• The number of records within a random interval of the current record value

Cited in

(20)

• Stochastic comparisons of order statistics and their concomitants
• Generation of records obtained from sequences of independent and non-identically distributed variables
• Discrete records: limit theorems for their spacings and generation methods
• Number of records in a bivariate sample with application to Missouri river flood data
• Concomitants of record values
• On the number and sum of near-record observations
• Generating large sequences of normal maxima via record values
• On the mathematical theory of records
• Asymptotic properties of the number of near minimum-concomitant observations in the case of progressive type-II censoring
• On numbers of observations in random regions determined by records for tail-less populations
• Limit results for concomitants of order statistics
• On simulation of weak records
• On simulation of normal records
• Simulation of gamma records
• Concomitants of records: limit results, generation techniques, correlation
• On numbers of observations in random regions determined by records
• On the point process of near-record values
• Asymptotic properties of \(m\)th spacings based on records
• On the use of the Borel-Cantelli lemma in Markov chains
• North-east bivariate records

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