A characterization of continuous distributions via regression on pairs of record values

被引：9

作者：

Bairamov, I

Ahsanullah, M

Pakes, AG

机构：

[1] Izmir Univ Econ, Dept Math, TR-35330 Izmir, Turkey

[2] Univ S Florida, Dept Math, Tampa, FL 33629 USA

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2005年 / 47卷 / 04期

关键词：

characterization; record values; regression;

D O I：

10.1111/j.1467-842X.2005.00415.x

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：

The exponential type is characterized in terms of the regression of a ( possibly non-linear) function of a record value with its adjacent record values as covariates. Monotone transformations extend this result to more general settings, and these are illustrated with some specific examples.

引用

页码：543 / 547

页数：5

共 50 条

[31] SOME CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS BASED ON REGRESSIONS OF ADJACENT ORDER-STATISTICS AND RECORD VALUES
NAGARAJA, HN
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1988, 50 : 70 - 73
[32] Characterization of tail distributions based on record values by using the Beurling’s Tauberian theorem
Mohamed El Arrouchi
Extremes, 2017, 20 : 111 - 120
[33] Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem
El Arrouchi, Mohamed
EXTREMES, 2017, 20 (01) : 111 - 120
[34] Functional regression of continuous state distributions
Park, Joon Y.
Qian, Junhui
JOURNAL OF ECONOMETRICS, 2012, 167 (02) : 397 - 412
[35] On distributions of exceedances associated with order statistics and record values for arbitrary distributions
Ismihan G. Bairamov
Samuel Kotz
Statistical Papers, 2001, 42 : 171 - 185
[36] On distributions of exceedances associated with order statistics and record values for arbitrary distributions
Bairamov, IG
Kotz, S
STATISTICAL PAPERS, 2001, 42 (02) : 171 - 185
[37] The asymptotic distributions of sums of record values for distributions with regularly varying tails
Su Ch.
Hu Zh.
Journal of Mathematical Sciences, 2002, 111 (6) : 3888 - 3894
[38] On characterizations of distributions by expected values of order statistics and record values with gap
Manuel Franco
Jose M. Ruiz
Metrika, 1997, 45 : 107 - 119
[39] CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS VIA EXPECTED VALUES OF 2 FUNCTIONS OF ORDER-STATISTICS
LIN, GD
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1990, 52 : 84 - 90
[40] Characterizations of bivariate distributions using concomitants of record values
Thomas, P. Yageen
Veena, T. G.
METRIKA, 2014, 77 (07) : 947 - 963

← 1 2 3 4 5 →