Recurrence relations for quotient moments of the generalized Pareto distribution byK-th record values

DOI10.1080/09720502.2010.10700722zbMath1215.62009OpenAlexW2333593417MaRDI QIDQ3008579

Mohamed S. Kotb, M. M. Mohie El-Din

Publication date: 22 June 2011

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.connectjournals.com/file_html_pdf/901106H_jim359_607-618a.pdf

zbMATH Keywords

order statisticsproduct moments\(k\)-th upper record values

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• On a moment problem
• Statistical inference using extreme order statistics
• Breaking Records and Breaking Boards
• Recurrence relations for single and product moments of record values from generalized pareto distribution
• Record values from generlized Pareto distribution and associated inference.

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