Characterizations using record moments in a random record model and applications
2003 ◽
Vol 40
(03)
◽
pp. 826-833
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Keyword(s):
We consider a random record model from a continuous parent X with cumulative distribution function F, where the number of available observations is geometrically distributed. We show that, if E(|X|) is finite, then so is E(|R n |) whenever R n , the nth upper record value, exists. We prove that appropriately chosen subsequences of E(R n ) characterize F and subsequences of E(R n − R n−1) identify F up to a location shift. We discuss some applications to the identification of wage-offer distributions in job search models.
2003 ◽
Vol 40
(3)
◽
pp. 826-833
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2006 ◽
Vol 43
(04)
◽
pp. 1119-1136
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2006 ◽
Vol 43
(4)
◽
pp. 1119-1136
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2016 ◽
Vol 24
(1)
◽
pp. 183-199
2001 ◽
Vol 09
(01)
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pp. 39-53
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Estimating the cumulative distribution function for the linear combination of gamma random variables
2017 ◽
Vol 20
(5)
◽
pp. 939-951