Importance sampling is the old standby method for ob taining accurate tail quantiles of a bootstrap distribution more quickly A newer method a variation of control variates called concomitants is especially attractive in larger problems because its e ciency relative to simple Monte Carlo sampling increases at the rate of p n where n is the sample size We show how to combine these complementary ...

In a sequence of random variables, record values are observations that exceed or fall below the current extreme value.Now consider a sequence of pairwise random variables  {(Xi,Yi), i>=1}, when the experimenter is interested in studying just thesequence of records of the first component, the second component associated with a record value of the first one is termed the concomitant of that ...