On record values and the exponent of a distribution with regularly varying upper tail

DOI10.2307/3214894zbMath0752.62023OpenAlexW2332414211MaRDI QIDQ4021713

Mohamed Berred

Publication date: 16 January 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214894

zbMATH Keywords

consistencyasymptotic normalityrecord valuesextreme valuestail estimationcontinuous distributionregularly varying upper taili.i.d. sequence of positive random variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (8)

On the estimation of the Weibull tail coefficient ⋮ \(K\)-record values and the extreme-value index ⋮ On distribution-free inference for record-value data with trend ⋮ The number of records within a random interval of the current record value ⋮ The expected payoff to Internet auctions ⋮ On the Fisher information in record data ⋮ Prediction of record values ⋮ An Estimator of the Exponent of Regular Variation Based on K-Record Values

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