Records with confirmation

In the present paper, the concept of records with confirmation is proposed. This new concept implies that such records cannot be contaminated with sample outliers. On determining records with confirmation, we discuss their distributional and limit properties. A test based on records with confirmation is provided in our work. We also present simulation techniques for generating record values with confirmation.

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Year of publication:	2014
Authors:	Nevzorov, V.B. ; Stepanov, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 95.2014, C, p. 39-47
Publisher:	Elsevier
Subject:	Records \| Records with confirmation \| Asymptotic properties \| Tests based on records \| Generation of record values with confirmation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010939469