A dependent \(F^ \alpha\)-scheme

DOI10.1016/0167-7152(94)90053-1zbMath0817.60058OpenAlexW1575769074MaRDI QIDQ1336937

Rocco Ballerini

Publication date: 6 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90053-1

zbMATH Keywords

recordssecretary problemextremal processArchimedian copula

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

A random power record model ⋮ Number of observations near the maximum in anF^α-scheme ⋮ Normalizing constants for record values in Archimedean copula processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A characterization of Gumbel's family of extreme value distributions
• Extremes and related properties of random sequences and processes
• Extremal processes, secretary problems and the 1/e law
• Embedding sequences of successive maxima in extremal processes, with applications
• Some remarks on nevzorov's record model
• Archimedean copulas, exchangeability, and max-stability
• Time-Variable Singularities for Solutions of the Heat Equation

This page was built for publication: A dependent \(F^ \alpha\)-scheme