On exceedances of record and order statistics

DOI10.1090/S0002-9939-07-08734-5zbMath1118.62020OpenAlexW1604860838MaRDI QIDQ3430207

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Publication date: 21 March 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-07-08734-5

zbMATH Keywords

rates of convergencelimit theoremsBerry-Esseen boundsexact distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (6)

Exact and asymptotic distributions of exceedance statistics for bivariate random sequences ⋮ Bivariate two sample test based on exceedance statistics ⋮ Order statistics and exceedances for some models of INID random variables ⋮ Unnamed Item ⋮ Waiting times of exceedances in random threshold models ⋮ On asymptotic distributions of exceedance statistics

Cites Work

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• A generalization of the Bernoulli model occurring in order statistics. I
• Structure of Invariant Confidence Intervals Containing the Main Distributed Mass
• On the Distribution of the Number of Exceedances
• The exact power of two-sample location tests based on exceedance statistics against shift alternatives
• Some generalizations of Bernoulli and Polya-Eggenberger contagion models
• The Distribution of the Number of Exceedances
• Tables for the Distribution of the Number of Exceedances
• On distributions of exceedances associated with order statistics and record values for arbitrary distributions

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