A point-process approach to almost-sure behaviour of record values and order statistics

A point-process approach to almost-sure behaviour of record values and order statistics

0.00 Avg rating0 Votes
Article ID: iaor1997792
Country: United Kingdom
Volume: 28
Issue: 2
Start Page Number: 426
End Page Number: 462
Publication Date: Jun 1996
Journal: Advances in Applied Probability
Authors: ,
Abstract:

Point-process and other techniques are used to make a comprehensive investigation of the almost-sure behaviour of partial maxima equ1(the rth largest among a sample of n i.i.d. random variables), partial record values equ2, and differences and quotients involving them. In particular, the authors obtain characterizations of such asymptotic properties as lim equ3 a.s. for some finite constant c, or equ4 a.s. for some constant c in equ5, which tells us, in various ways, how quickly the sequences increase. These characterizations take the form of integral conditions on the tail of F, which furthermore characterize such properties as stability and relative stability of the sequence of maxima. They also develop their relation to the large-sample behavior of trimmed sums, and discuss some statistical applications.

Reviews

Required fields are marked *. Your email address will not be published.