Article ID Journal Published Year Pages File Type
1146751 Journal of Multivariate Analysis 2011 10 Pages PDF
Abstract

Let Z¯1=(X1,Y1),Z¯2=(X2,Y2),… be independent and identically distributed random vectors with continuous distribution. Let L(n)L(n) and X(n)X(n) denote the nnth record time and the nnth record value obtained from the sequence of XXs. Let Y(n)Y(n) denote the concomitant of the nnth record value, which relates to the sequence of YYs. We call Z¯i a near bivariate nnth record-concomitant observation if Z¯i belongs to the open rectangle (X(n)−a,X(n))×(Y(n)−b1,Y(n)+b2)(X(n)−a,X(n))×(Y(n)−b1,Y(n)+b2), where a,b1,b2>0a,b1,b2>0 and L(n)

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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