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North-east bivariate records

Author

Listed:
  • N. Balakrishnan

    (McMaster University)

  • A. Stepanov

    (Immanuel Kant Baltic Federal University)

  • V. B. Nevzorov

    (St. Petersburg State University)

Abstract

Bivariate records have many application in different fields such as hydrology, economy, finance and weather forecasting; see, for example, the works of Bayramoglu (Metrika 79:725–747, 2016) and Kemalbay and Bayramoglu (Turk J Math 43:1474–1491, 2019). It should be noted that there are various definitions of bivariate records. In this paper, we discuss the concept of north-east bivariate records, originally proposed by Arnold et al. (Records, Wiley, New York, 1998). Even though the concept was introduced more than two decades ago, no serious research has been made on it due to its complexity. In the present paper, we obtain distributional and limit results for the north-east bivariate records. We also discuss generation techniques for these bivariate records.

Suggested Citation

  • N. Balakrishnan & A. Stepanov & V. B. Nevzorov, 2020. "North-east bivariate records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(8), pages 961-976, November.
    • Handle: RePEc:spr:metrik:v:83:y:2020:i:8:d:10.1007_s00184-020-00766-2
    DOI: 10.1007/s00184-020-00766-2
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    References listed on IDEAS

    as
    1. Nevzorov, V.B. & Stepanov, A., 2014. "Records with confirmation," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 39-47.
    2. Bairamov, I. & Stepanov, A., 2011. "Numbers of near bivariate record-concomitant observations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 908-917, May.
    3. H. N. Nagaraja & Pankaj K. Choudhary & N. Matalas, 2002. "Number of Records in a Bivariate Sample with Application to Missouri River Flood Data," Methodology and Computing in Applied Probability, Springer, vol. 4(4), pages 377-391, December.
    4. Stepanov, Alexei & Berred, Alexandre & Nevzorov, Valery B., 2016. "Concomitants of records: Limit results, generation techniques, correlation," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 184-188.
    5. Ismihan Bayramoglu, 2016. "On the records of multivariate random sequences," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 725-747, August.
    6. Gnedin, Alexander V., 1998. "Records from a multivariate normal sample," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 11-15, July.
    7. Pakhteev, A. & Stepanov, A., 2016. "Simulation of Gamma records," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 204-212.
    8. Goldie, Charles M. & Resnick, Sidney I., 1995. "Many multivariate records," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 185-216, October.
    Full references (including those not matched with items on IDEAS)

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