Author | dc.contributor.author | Gouet Bañares, Raúl | es_CL |
Author | dc.contributor.author | López, F. Javier | es_CL |
Author | dc.contributor.author | Sanz, Gerardo | |
Admission date | dc.date.accessioned | 2012-06-08T16:17:30Z | |
Available date | dc.date.available | 2012-06-08T16:17:30Z | |
Publication date | dc.date.issued | 2012 | |
Cita de ítem | dc.identifier.citation | Communications in Statistics—Theory and Methods, 41: 309–324, 2012 | es_CL |
Identifier | dc.identifier.other | DOI: 10.1080/03610926.2010.522753 | |
Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/125633 | |
Abstract | dc.description.abstract | Near-records in a sequence of random variables Xn n ≥ 1 are observations
within a fixed distance of the current maximum. More precisely, as defined
by Balakrishnan et al. (2005), Xn is a near-record if Xn ∈ Mn−1 − a Mn−1 ,
where Mn = max X1 Xn and a > 0 is fixed. In this article we establish
the asymptotic normality of Dn = n
i=1 1 Xi∈ Mi−1−a Mi−1 , the number of nearrecords
among the first n observations, when the underlying random variables are
independent and identically distributed, with common continuous distribution. | es_CL |
Patrocinador | dc.description.sponsorship | Support by FONDAP and BASAL-CMM projects, Fondecyt grant
1090216 and projects MTM2007-63769 and MTM2010-15972 of MICINN is
gratefully acknowledged. | es_CL |
Lenguage | dc.language.iso | en | es_CL |
Publisher | dc.publisher | Taylor & Francis | es_CL |
Keywords | dc.subject | Central limit theorem | es_CL |
Título | dc.title | Central Limit Theorem for the Number of Near-Records | es_CL |
Document type | dc.type | Artículo de revista | |