Some Asymptotic Results for the Number of Generalized Records |
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| Authors: | Anne-Laure Fougères Fabrice Gamboa Clémentine Prieur |
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| Affiliation: | (1) Laboratoire de Statistique et de Probabilités, Université Paul Sabatier, 118 Route de Narbonne, F-31062 Toulouse, Cedex 04, France;(2) Dépt GMM, Laboratoire de Statistique et Probabilités, INSA, 135 Avenue de Rangueil, F-31077 Toulouse, Cedex 04, France |
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| Abstract: | 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. AMS 2000 Subject Classification Primary—60F10 Secondary—60F17, 62G10 |
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| Keywords: | exchangeable distribution generalized records large deviations rank |
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