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Records with confirmation

V.B. Nevzorov and A. Stepanov

Statistics & Probability Letters, 2014, vol. 95, issue C, 39-47

Abstract: In the present paper, the concept of records with confirmation is proposed. This new concept implies that such records cannot be contaminated with sample outliers. On determining records with confirmation, we discuss their distributional and limit properties. A test based on records with confirmation is provided in our work. We also present simulation techniques for generating record values with confirmation.

Keywords: Records; Records with confirmation; Asymptotic properties; Tests based on records; Generation of record values with confirmation (search for similar items in EconPapers)
Date: 2014
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2014.08.002

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