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Asymptotic behavior of the joint record values, with applications.
- Source :
-
Statistics & Probability Letters . May2017, Vol. 124, p13-21. 9p. - Publication Year :
- 2017
-
Abstract
- The class of limit distribution functions of the joint upper record values, as well as the joint of lower record values, is fully characterized. Sufficient conditions for the weak convergence are obtained. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-midrange, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit distribution functions of these statistics are derived. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 124
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 121274069
- Full Text :
- https://doi.org/10.1016/j.spl.2016.12.020