Linear Prediction of Weak Records: The Discrete Case

DOI10.1137/S0040585X97980816zbMath1054.62107MaRDI QIDQ4830889

Fernando López-Blázquez

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

conditional expectationmean square errorrecordsgeometric distributionweak recordslinear predictors negative hypergeometric distributions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

An additive property of weak records from geometric distributions ⋮ On the problem of the unique characterization of discrete distributions by single regression of weak records ⋮ Linear prediction of sums of sequential minima

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