Asymptotic behavior of the joint record values, with applications

H.M. Barakat and M.A. Abd Elgawad

Statistics & Probability Letters, 2017, vol. 124, issue C, 13-21

Abstract: The class of limit distribution functions of the joint upper record values, as well as the joint of lower record values, is fully characterized. Sufficient conditions for the weak convergence are obtained. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-midrange, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit distribution functions of these statistics are derived.

Keywords: Weak convergence; Record values; Joint record values; Record functions (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2016.12.020

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