Distribution-free prediction intervals for the future current record statistics

DOI10.1007/S00362-007-0082-3zbMATH Open1309.60052OpenAlexW2044548102WikidataQ126211242 ScholiaQ126211242MaRDI QIDQ840977FDOQ840977

Mohammad Z. Raqab

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0082-3

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zbMATH Keywords

record valuescoverage probabilityprediction intervalmonotone approximation method

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Linear prediction of record values for the two parameter exponential distribution
• The future occurrence of records
• A Modification of Schwarz's Inequality with Applications to Distributions
• Projecting statistical functionals
• Breaking Records and Breaking Boards
• Confidence intervals for quantiles in terms of record range
• Limit laws for record values
• Preservation of some reliability properties by certain record statistics
• Title not available (Why is that?)
• Interval estimation of location and scale parameters based on record values
• Simultaneous one-sided prediction intervals for a two-parameter exponential distribution using complete or type II censored data
• Prediction intervals for the future record values from exponential distribution: comparative study
• Title not available (Why is that?)
• Prediction Intervals for the Exponential Distribution Using Subsets of the Data

Cited In (9)

• Current records and record range with some applications
• Distribution-free prediction intervals for order statistics based on record coverage
• Prediction intervals for the future record values from exponential distribution: comparative study
• Best prediction regions for future exponential record intervals
• Current \(k\)-records and their use in distribution-free confidence intervals
• Outer and inner prediction intervals for order statistics intervals based on current records
• Inferential statistics from Black Hispanic breast cancer survival data
• Optimal confidence regions for the two-parameter exponential distribution based on records
• One-sample prediction regions for future record intervals

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