On characterizing discrete distributions via conditional expectations of weak record values
DOI10.1007/S00184-006-0100-9zbMATH Open1433.62046OpenAlexW2095324059MaRDI QIDQ745401FDOQ745401
Authors: Katarzyna Danielak, A. Dembińska 
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-006-0100-9
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Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- New characterization of discrete distributions through weak records
- Linearity of regression for non-adjacent weak records
- Title not available (Why is that?)
- Linearity of regression for the past weak and ordinary records
- A Characterization Theorem for Weak Records
- Discrete distributions for which the regression of the first record on the second is linear
- Characterizations of discrete distributions based on conditional expectations of record values
Cited In (9)
- Relations for product moments and covariances of \(k\)th records from discrete distributions
- Characterizations of geometric distributions based onkth record values
- New characterization of discrete distributions through weak records
- Sequences of expected record values
- Characterizations of discrete distributions based on conditional expectations of record values
- Asymptotic behavior of the ratio of weak kth records
- Linear Prediction of Weak Records: The Discrete Case
- Weak kth records from geometric distribution and some characterizations
- On the problem of the unique characterization of discrete distributions by single regression of weak records
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