Numbers of near bivariate record-concomitant observations

I. Bairamov and A. Stepanov

Journal of Multivariate Analysis, 2011, vol. 102, issue 5, 908-917

Abstract: Let be independent and identically distributed random vectors with continuous distribution. Let L(n) and X(n) denote the nth record time and the nth record value obtained from the sequence of Xs. Let Y(n) denote the concomitant of the nth record value, which relates to the sequence of Ys. We call a near bivariate nth record-concomitant observation if belongs to the open rectangle (X(n)-a,X(n))×(Y(n)-b1,Y(n)+b2), where a,b1,b2>0 and L(n)

Keywords: Records Concomitants of records Near bivariate record-concomitant observations Insurance claims Limit theorems Generating of records; bivariate record-concomitants (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (12)

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