Normalizing constants for record values in Archimedean copula processes

2005 ◽  
Vol 133 (1) ◽  
pp. 159-172 ◽  
Author(s):  
A. Berred ◽  
V.B. Nevzorov ◽  
S. Wey
Keyword(s):  
Record Values ◽  
Archimedean Copula ◽  
Normalizing Constants

Record Values in Archimedean Copula Processes

2001 ◽  
pp. 321-331 ◽  
Author(s):  
N. Balakrishnan ◽  
L. N. Nevzorova ◽  
V. B. Nevzorov
Keyword(s):  
Record Values ◽  
Archimedean Copula

scholarly journals Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix

2020 ◽  
Vol 8 (1) ◽  
pp. 22-35
Author(s):  
M. Shakil ◽  
M. Ahsanullah
Keyword(s):  
Order Statistics ◽  
Condition Number ◽  
Record Values ◽  
Distributional Properties ◽  
Upper Record Values ◽  
Upper Record

AbstractThe objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizations of the distribution are given by truncated moment, order statistics and upper record values.

Asymptotic behavior of the records of multivariate random sequences in a norm sense

2020 ◽  
Vol 70 (6) ◽  
pp. 1457-1468
Author(s):  
Haroon M. Barakat ◽  
M. H. Harpy
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Sufficient Conditions ◽  
Record Values ◽  
Necessary And Sufficient Conditions ◽  
Random Sequences ◽  
Necessary And Sufficient

AbstractIn this paper, we investigate the asymptotic behavior of the multivariate record values by using the Reduced Ordering Principle (R-ordering). Necessary and sufficient conditions for weak convergence of the multivariate record values based on sup-norm are determined. Some illustrative examples are given.

Inference on P(Y

2020 ◽  
Vol 72 (2) ◽  
pp. 89-110
Author(s):  
Manoj Chacko ◽  
Shiny Mathew
Keyword(s):  
Maximum Likelihood ◽  
Pareto Distribution ◽  
Generalized Pareto Distribution ◽  
Maximum Likelihood Estimators ◽  
Record Values ◽  
Asymptotic Distributions ◽  
Bayes Estimators ◽  
Generalized Pareto ◽  
Pareto Distributions ◽  
Generalized Pareto Distributions

In this article, the estimation of [Formula: see text] is considered when [Formula: see text] and [Formula: see text] are two independent generalized Pareto distributions. The maximum likelihood estimators and Bayes estimators of [Formula: see text] are obtained based on record values. The Asymptotic distributions are also obtained together with the corresponding confidence interval of [Formula: see text]. AMS 2000 subject classification: 90B25

Testing symmetry based on the extropy of record values

2021 ◽  
pp. 1-22
Author(s):  
Peihan Xiong ◽  
Weiwei Zhuang ◽  
Guoxin Qiu
Keyword(s):  
Record Values

Record values and related statistics - a review

1988 ◽  
Vol 17 (7) ◽  
pp. 2223-2238 ◽  
Author(s):  
H.N. Nagaraja
Keyword(s):  
Record Values
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