Some results on joint record events

M. Falk, A. Khorrami Chokami and S.A. Padoan

Statistics & Probability Letters, 2018, vol. 135, issue C, 11-19

Abstract: Let X1,X2,… be independent and identically distributed random variables on the real line with a joint continuous distribution function F. The stochastic behavior of the sequence of subsequent records is well known. Alternatively to that, we investigate the stochastic behavior of arbitrary Xj,Xk,jKeywords: Records; Order statistics; Kullback–Leibler distance; Domain of attraction; Extreme value distribution (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2017.11.011

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