A note on concomitants of records

Bose, Arup ; Gangopadhyay, Sreela (2013) A note on concomitants of records Statistical Methodology, 10 (1). pp. 103-112. ISSN 1572-3127

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Official URL: http://doi.org/10.1016/j.stamet.2012.07.004

Related URL: http://dx.doi.org/10.1016/j.stamet.2012.07.004

Abstract

We study the asymptotic distribution properties of concomitants of records and Pfeifer records and provide some interesting examples on the different possible behaviour of the limits. We also show that under suitable conditions, the unnormalized partial sum of concomitants of lower and upper records converges in distribution and the limit is infinitely divisible.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Concomitants; Record values; Pfeifer records; Infinite divisibility; Asymptotic distribution; Laplace transform
ID Code:135051
Deposited On:18 Jan 2023 08:59
Last Modified:18 Jan 2023 09:00

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