Advances and Applications in Statistics
Volume 17, Issue 1, Pages 79 - 93
(July 2010)
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ON PREDICTION OF FUTURE K-RECORD VALUES
Mohamed M. Aboubecrine
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Abstract: Prediction of records plays an important role in many applications, such as meteorology, hydrology, industrial stress testing and athletic events. In this paper, we are mainly interested in the prediction of future k-record values. We propose two methods: the first one deals with the case where we observe only k-record values, the second one makes use of the information brought by the complete sample. |
Keywords and phrases: records, extreme values, regular variation, tail distribution, tolerance regions. |
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