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On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation

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  • Raúl Gouet
  • F. López
  • Gerardo Sanz

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  • Raúl Gouet & F. López & Gerardo Sanz, 2012. "On δ-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 188-214, March.
    • Handle: RePEc:spr:testjl:v:21:y:2012:i:1:p:188-214
    DOI: 10.1007/s11749-011-0242-6
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    References listed on IDEAS

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    1. Hashorva, Enkelejd, 2003. "On the number of near-maximum insurance claim under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 37-49, February.
    2. Vervaat, Wim, 1973. "Limit theorems for records from discrete distributions," Stochastic Processes and their Applications, Elsevier, vol. 1(4), pages 317-334, October.
    3. Khmaladze, E. & Nadareishvili, M. & Nikabadze, A., 1997. "Asymptotic behaviour of a number of repeated records," Statistics & Probability Letters, Elsevier, vol. 35(1), pages 49-58, August.
    4. Soliman, Ahmed A. & Abd Ellah, A.H. & Sultan, K.S., 2006. "Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 2065-2077, December.
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    Cited by:

    1. Gouet, Raúl & López, F. Javier & Maldonado, Lina P. & Sanz, Gerardo, 2014. "Statistical inference for the geometric distribution based on δ-records," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 21-32.

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    More about this item

    Keywords

    Record; Near-record; Extreme; Law of large numbers; 60G70; 60F15; 62F10;
    All these keywords.

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