Normalizing constants for record values in Archimedean copula processes
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Publication:556445
DOI10.1016/j.jspi.2004.03.006zbMath1135.62329OpenAlexW2025234496MaRDI QIDQ556445
S. Wey, Alexandre Berred, Valeriĭ Borisovich Nevzorov
Publication date: 13 June 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.006
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
Cites Work
- A dependent \(F^ \alpha\)-scheme
- Asymptotic distributions of records in nonstationary schemes
- Limit laws for record values
- Record values and maxima
- Embedding sequences of successive maxima in extremal processes, with applications
- Partial attraction of maxima
- Sample extremes: an elementary introduction
- On outstanding values in a sequence of random variables
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