Numbers of near bivariate record-concomitant observations
Let be independent and identically distributed random vectors with continuous distribution. Let L(n) and X(n) denote the nth record time and the nth record value obtained from the sequence of Xs. Let Y(n) denote the concomitant of the nth record value, which relates to the sequence of Ys. We call a near bivariate nth record-concomitant observation if belongs to the open rectangle (X(n)-a,X(n))×(Y(n)-b1,Y(n)+b2), where a,b1,b2>0 and L(n)<i<L(n+1). Asymptotic properties of the numbers of near bivariate record-concomitant observations are discussed in the present work. New techniques for generating bivariate record-concomitants, the numbers of near record observations and the numbers of near bivariate record-concomitant observations are also proposed.
Year of publication: |
2011
|
---|---|
Authors: | Bairamov, I. ; Stepanov, A. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 5, p. 908-917
|
Publisher: |
Elsevier |
Subject: | Records Concomitants of records Near bivariate record-concomitant observations Insurance claims Limit theorems Generating of records | bivariate record-concomitants |
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