Some Asymptotic Results for the Number of Generalized Records

نویسنده

  • ANNE-LAURE FOUGÈRES
چکیده

In this paper, we study asymptotic properties (large deviations and functional central limit theorem) of generalized record processes built on a triangular array of continuous and exchangeable random variables. As an application of these results, the links with the Kendall’s rank correlation statistic are studied and testing exchangeability is discussed.

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تاریخ انتشار 2005