Concomitants of records: limit results, generation techniques, correlation

DOI10.1016/J.SPL.2015.11.020zbMath1383.62150OpenAlexW2278743929MaRDI QIDQ899660

Alexandre Berred, Alexei Stepanov, Valeriĭ Borisovich Nevzorov

Publication date: 30 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.11.020

zbMATH Keywords

recordsgeneration techniquesbivariate distributionsconcomitantsrank correlation coefficientsstrong limit laws

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Related Items (10)

Simulation of gamma records ⋮ On simulation of weak records ⋮ On simulation of normal records ⋮ Generation of records obtained from sequences of independent and non-identically distributed variables ⋮ North-east bivariate records ⋮ Discrete records: limit theorems for their spacings and generation methods ⋮ On the mathematical theory of records ⋮ Generating large sequences of normal maxima via record values ⋮ On a muted family of bivariate distributions ⋮ Asymptotics of an empirical bridge of regression on induced order statistics

Cites Work

• Unnamed Item
• Numbers of near bivariate record-concomitant observations
• Numbers of near-maxima for the bivariate case
• On the use of the Borel-Cantelli lemma in Markov chains
• Some Distributions of Induced Records
• On estimating population characteristics from record-breaking observations. i. parametric results

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