Asymptotic distributions of records in nonstationary schemes

DOI10.1016/0378-3758(94)00076-XzbMath0818.62016OpenAlexW2069120784MaRDI QIDQ1890884

Valeriĭ Borisovich Nevzorov

Publication date: 21 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)00076-x

zbMATH Keywords

exponential distributionextreme value distributionscentral limit theoremrecord timesasymptotic behaviour of record valuesnonstationary sequences of independent random variablesstationary scheme

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

A random power record model ⋮ Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme ⋮ On the average number of records for sequences of not identically distributed random variables ⋮ Normalizing constants for record values in Archimedean copula processes ⋮ On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema ⋮ Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit laws for record values
• Record values and maxima
• Extremal processes, secretary problems and the 1/e law
• Embedding sequences of successive maxima in extremal processes, with applications
• Records
• Some remarks on nevzorov's record model
• On the distribution of the inter-record times in an increasing population
• On outstanding values in a sequence of random variables
• On record values and record times

This page was built for publication: Asymptotic distributions of records in nonstationary schemes