Concomitants of records: Limit results, generation techniques, correlation

Alexei Stepanov, Alexandre Berred and Valery B. Nevzorov

Statistics & Probability Letters, 2016, vol. 109, issue C, 184-188

Abstract: In this paper, we investigate concomitants of record values. We first study their distributional properties and derive corresponding strong limit theorems. We then propose algorithms to generate them. We finally consider a new rank correlation coefficient based on concomitants of records.

Keywords: Bivariate distributions; Records; Concomitants; Strong limit laws; Rank correlation coefficients; Generation techniques (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2015.11.020

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