Limit theorems for numbers of near-records

Extremes

Volumn 10, Issue 4, 2007, Pages 207-224

  Pakes, Anthony G ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Limit theorems; Near records; Record values

Indexed keywords

EID: 36549010524     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-007-0041-3     Document Type: Article

References (8)

1. Arnold, B.C., Balakrishnan, N., Nagaraja, H.N.: Records. Wiley, New York (1998)
2. Balakrishnan, N., Pakes, A.G., Stepanov, A.: On the number and sum of near-record observations. Adv. Appl. Prob. 37, 765-780 (2005)
3. Bingham, N., Goldie, C., Teugels, J.: Regular Variation. C.U.P. Cambridge (1987)
4. Nevzorov, V.B.: Records: Mathematical Theory. American Mathematical Society, Providence RI (2001)
5. Pakes, A.G.: The number and sum of near-maxima for thin-tailed populations. Adv. Appl. Prob. 32, 1100-1116 (2000)
6. Pakes, A.G., Li, Y.: Limit laws for the number of near maxima via the Poisson approximation. Statist. Prob. Letters 40, 395-401 (1998)
7. Resnick, S.: Limit laws for records. Stoch. Processes Appl. 1, 67-82 (1973)
8. Resnick, S.: Extreme Values, Regular Variation, and Point Processes. Springer-Verlag, New York (1987)