Random intervals based on records.

DOI10.1016/S0378-3758(02)00395-6zbMath1041.62040OpenAlexW2027730376MaRDI QIDQ1416475

Alexei Stepanov

Publication date: 14 December 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00395-6

zbMATH Keywords

RecordsOrder statisticsConditional distributionRandom intervals

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (6)

The number of records within a random interval of the current record value ⋮ Exact and asymptotic distributions of exceedance statistics for bivariate random sequences ⋮ Distributions of exceedances of generalized order statistics ⋮ On Distributions of Exceedances Based on Generalized Order Statistics ⋮ Waiting times of exceedances in random threshold models ⋮ JOINT BEHAVIOUR OF PRECEDENCES AND EXCEEDANCES IN RANDOM THRESHOLD MODELS

Cites Work

• Distributional properties of exceedance statistics
• On characterizations based on record values and order statistics
• Distributional properties of statistics based on minimal spacing and record exceedance statistics
• Generalized spacings of order statistics from extended sample
• Structure of Invariant Confidence Intervals Containing the Main Distributed Mass
• Records
• On the characteristic properties of exponential distribution
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