Limit theorems for record values using power normalization. (English) Zbl 1138.62309
Lith. Math. J. 46, No. 4, 398-405 (2006); and Liet. Mat. Rink. 46, No. 4, 492-500 (2006).
Summary: The paper obtains a complete description of the limit distributions of record values of a sequence of i.i.d. random variables with common continuous distribution function \(F\) under power normalization. For each of the six types of limiting laws, we obtain criteria for \(F\) to belong to the corresponding domain of attraction as well as the form of the normalizing constants.
MSC:
| 62E20 | Asymptotic distribution theory in statistics |
| 62G32 | Statistics of extreme values; tail inference |
| 60F05 | Central limit and other weak theorems |
References:
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