ON RECORD VALUES AND THE EXPONENT OF A DISTRIBUTION WITH REGULARLY VARYING UPPER TAIL

被引：11

作者：

BERRED, M ^{[1
]}

机构：

[1] UNIV PARIS 06,F-75005 PARIS,FRANCE

来源：

JOURNAL OF APPLIED PROBABILITY | 1992年 / 29卷 / 03期

关键词：

RECORDS; EXTREME VALUES; REGULAR VARIATION; PARAMETRIC ESTIMATION; TAIL ESTIMATION;

D O I：

10.2307/3214894

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X(n), n greater-than-or-equal-to 1) be an i.i.d. sequence of positive random variables with a continuous distribution function having a regularly varying upper tail. Denote by {X(n), n greater-than-or-equal-to 1) the corresponding sequence of record values. We introduce two statistics based on the sequence of successive record values and investigate their asymptotic behaviour. We also give some numerical results.

引用

页码：575 / 586

页数：12

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