| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151332 | Statistics & Probability Letters | 2016 | 5 Pages |
Abstract
In this paper, we investigate concomitants of record values. We first study their distributional properties and derive corresponding strong limit theorems. We then propose algorithms to generate them. We finally consider a new rank correlation coefficient based on concomitants of records.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alexei Stepanov, Alexandre Berred, Valery B. Nevzorov,