\(K\)-record values and the extreme-value index

DOI10.1016/0378-3758(94)00062-XzbMath0818.62026OpenAlexW1992994277MaRDI QIDQ1890867

Mohamed Berred

Publication date: 20 August 1995

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

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00062-x

zbMATH Keywords

numerical resultsrecord valuesregular variationdomain of attractionextreme value distributioncontinuous distributionestimate of the extreme-value index

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (max. 100)

Measure of entropy for past lifetime and \(k\)-record statistics ⋮ Information measures and concomitants of \(k\)-record values based on Sarmanov family of bivariate distributions ⋮ Prediction of record values ⋮ An Estimator of the Exponent of Regular Variation Based on K-Record Values

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