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Asymptotic behavior of the joint record values, with applications

Authors :
M. A. Abd Elgawad
Haroon M. Barakat
Source :
Statistics & Probability Letters. 124:13-21
Publication Year :
2017
Publisher :
Elsevier BV, 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.

Details

ISSN :
01677152
Volume :
124
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi...........43defa6bbf33643d2adc84b3d9019455