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An Estimator of the Exponent of Regular Variation Based on K-Record Values
Author:
Alexandre M. Berred a
| Affiliation: | a Universit du Havre, France |
DOI:
10.1080/02331889808802656
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
Let
 Xn:n ≥ 1 be an i.i.d. sequence of random variables with a continuous distribution function F. Under the assumption that the upper tail of Fis regularly varying with exponent 1/ , > 0, we study the asymptotic properties of an estimator of based on k-record values.
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| Keywords: k-records; extreme values; regular variation; parametric estimation; pareto distributions; tail estimation |
| AMS Subject Classifications 1991: Primary. 62F12; Secondary; 62G05; 62G30 |
| view references (35) |
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