Record values and related statistics - a review

In this brief survey, we discuss major developments of the past decade in the study of record values, record times, inter-record times and some related statistics from a series of observations

[1]  M. Westcott The random record model , 1977, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[2]  Dietmar Pfeifer CHARACTERIZATIONS OF EXPONENTIAL DISTRIBUTIONS BY INDEPENDENT NON-STATIONARY RECORD INCREMENTS , 1982 .

[3]  A. Dallas Some results on record values from the exponential and Weibull law , 1982 .

[4]  Ignatov's Theorem: A New and Short Proof. Research Report 87-3. , 1987 .

[5]  Paul Embrechts,et al.  On subordinated distributions and random record processes , 1983, Mathematical Proceedings of the Cambridge Philosophical Society.

[6]  P. Deheuvels The strong approximation of extremal processes (II) , 1981 .

[7]  P. Deheuvels The characterization of distributions by order statistics and record values — a unified approach , 1984 .

[8]  Non-homogeneously paced random records and associated extremal processes , 1978 .

[9]  Samuel Kotz,et al.  Characterizations of Probability Distributions: A Unified Approach With an Emphasis on Exponential and Related Models , 1978 .

[10]  ON THE EXPECTED VALUES OF RECORD VALUES1 , 1978 .

[11]  Sidney I. Resnick,et al.  Limiting Behaviour of Sums and the Term of Maximum Modulus , 1984 .

[12]  C. R. Rao,et al.  Integrated Cauchy functional equation and characterizations of the exponential law , 1982 .

[13]  G. D. Lin On characterizations of distributions via moments of record values , 1987 .

[14]  J. D. T. Oliveira,et al.  The Asymptotic Theory of Extreme Order Statistics , 1979 .

[15]  Another characterization of the type I extreme value distribution , 1987 .

[16]  Francisco J. Samaniego,et al.  Estimating value in a uniform auction , 1978 .

[17]  Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values , 1984 .

[18]  Calyampudi R. Rao,et al.  Recent results on characterization of probability distributions: a unified approach through extensions of Deny&s theorem , 1986, Advances in Applied Probability.

[19]  B. Holland,et al.  Record values and the geometric distribution , 1983 .

[20]  N. Nagaraja,et al.  Some characterizations of continuous distributions based on regressions of adjacent order statistics and record values , 1988 .

[21]  H. Nagaraja Asymptotic linear prediction of extreme order statistics , 1984 .

[22]  S. Resnick Extreme Values, Regular Variation, and Point Processes , 1987 .

[23]  Strong Approximations of Records and Record Times , 1984 .

[24]  Ned Glick,et al.  Breaking Records and Breaking Boards , 1978 .

[25]  Mohammad Ahsanullah,et al.  Record values and the exponential distribution , 1978 .

[26]  Mohammad Ahsanullah Characterizations of the exponential distribution by some properties of the record values , 1982 .

[27]  C. Taillie A Note on Srivastava’s Characterization of the Exponential Distribution Based on Record Values , 1981 .

[28]  Francisco J. Samaniego,et al.  On estimating population characteristics from record‐breaking observations. i. parametric results , 1988 .

[29]  J. E. Miller,et al.  A non-Gaussian state space model and application to prediction of records , 1986 .

[30]  SCHEDULED MAXIMA SEQUENCES , 1978 .

[31]  M. Ahsanullah Two characterizations of the exponential distribution , 1987 .

[32]  Records from improving populations , 1985 .

[33]  V. Nevzorov Two characterizations using records , 1987 .

[34]  J. Teugels On Successive Record Values in a Sequence of Independent Identically Distributed Random Variables , 1984 .

[35]  H. Nagaraja,et al.  ON A CHARACTERIZATION BASED ON RECORD VALUES , 1977 .

[36]  Ian R. Dunsmore The future occurrence of records , 1983 .

[37]  L. de Haan,et al.  On extreme-value theory in the presence of a trend , 1987, Journal of Applied Probability.

[38]  I. Weissman Estimation of Parameters and Large Quantiles Based on the k Largest Observations , 1978 .

[39]  Relationships between order statistics and record values and some characterization results , 1984 .

[40]  Richard L. Smith Forecasting Records by Maximum Likelihood , 1988 .

[41]  M. Ahsanullah,et al.  Linear prediction of record values for the two parameter exponential distribution , 1980 .

[42]  R. C. Srivastava On Some Characterizations of the Geometric Distribution , 1981 .

[43]  Sidney I. Resnick,et al.  Records in the presence of a linear trend , 1987, Advances in Applied Probability.

[44]  On a joint strong approximation theorem for record and inter-record times , 1987 .

[45]  M. Westcott On the Tail Behaviour of Record-Time Distributions in a Random Record Process , 1979 .

[46]  L. Rogers,et al.  The k-record processes are i.i.d. , 1984 .

[47]  P. Deheuvels The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence , 1983 .

[48]  A note on moments of certain record statistics , 1984 .

[49]  On a Characterization of the Exponential Distribution by Weak Homoscedasticity of Record Values , 1981 .

[50]  RECORD VALUES AND EXTREME VALUE DISTRIBUTIONS , 1982 .