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Volumn 51, Issue 2, 2000, Pages 105-116

Record values from generalized Pareto distribution and associated inference

Author keywords

Approximate confidence interval; Best linear unbiased est; Coefficients of skewness and kurtosis; Double moments; Edgeworth approximation; Generalized pareto distribution; Pivotal quantity; Quadruple moments; Single moments; Triple moments; Upper record values

Indexed keywords


EID: 0034354938     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840000025     Document Type: Article
Times cited : (17)

References (13)
  • 1
    • 51249186686 scopus 로고
    • Linear prediction of record values for the two parameter exponential distribution
    • Ahsanullah M (1980) Linear prediction of record values for the two parameter exponential distribution. Ann Inst Statist Math 2:363-368
    • (1980) Ann Inst Statist Math , vol.2 , pp. 363-368
    • Ahsanullah, M.1
  • 3
    • 0000080309 scopus 로고
    • Estimation of the parameters of the Gumbel distribution based on the m record values
    • Ahsanullah M (1990) Estimation of the parameters of the Gumbel distribution based on the m record values. Comput Statist Quart 3:231-239
    • (1990) Comput Statist Quart , vol.3 , pp. 231-239
    • Ahsanullah, M.1
  • 5
    • 0002146517 scopus 로고
    • Record values
    • Balakrishnan N, Basu AP (eds) Gordon and Breach Publishers Newark New Jersey
    • Ahsanullah M (1995) Record values. In: Balakrishnan N, Basu AP (eds) The exponential distribution: Theory, methods and applications, Gordon and Breach Publishers Newark New Jersey, pp. 279-296
    • (1995) The Exponential Distribution: Theory, Methods and Applications , pp. 279-296
    • Ahsanullah, M.1
  • 8
    • 0001996863 scopus 로고
    • Recurrence relations for single and product moments of record values from generalized pareto distribution
    • Balakrishnan N, Ahsanullah M (1994) Recurrence relations for single and product moments of record values from generalized Pareto distribution. Commun Statist Theor-Meth 23:2841-2852
    • (1994) Commun Statist Theor-meth , vol.23 , pp. 2841-2852
    • Balakrishnan, N.1    Ahsanullah, M.2
  • 12
    • 0000721049 scopus 로고
    • The distribution and frequency of record values
    • Chandler KN (1952) The distribution and frequency of record values. J Roy Statist Soc B 14:220-228
    • (1952) J Roy Statist Soc B , vol.14 , pp. 220-228
    • Chandler, K.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.