Exceedances of records

DOI10.1007/S00184-016-0580-1zbMath1396.60056OpenAlexW2338024064MaRDI QIDQ314561

Fernando López-Blázquez, Begoña Salamanca-Miño, Antonia Castaño-Martínez

Publication date: 16 September 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0580-1

zbMATH Keywords

recordsextreme value theorycounting processescounters of particlesexceedancesrecord-like random variables

Mathematics Subject Classification ID

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

Cites Work

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• Distribution theory of \(\delta\)-record values. Case \(\delta\leq 0\)
• Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\)
• A note on the number of records near the maximum
• Asymptotic behaviour of a number of repeated records
• On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
• On the point process of near-record values
• Asymptotic normality for the counting process of weak records and \(\delta \)-records in discrete models
• A note on the number of observations near an order statistic
• First-order autoregressive gamma sequences and point processes
• Breaking Records and Breaking Boards
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Combinatorial Methods in Discrete Distributions
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue

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