On the characterization of generalized extreme value, power function, generalized Pareto and classical Pareto distributions by conditional expectation of record values
| Year of publication: |
2001
|
|---|---|
| Authors: | Wu, Jong-Wuu ; Lee, Wen-Chuan |
| Published in: |
Statistical Papers. - Springer. - Vol. 42.2001, 2, p. 225-242
|
| Publisher: |
Springer |
| Subject: | Characterization | Record value | Conditional expectation | Generalized extreme value distribution | Power function distribution | Pareto distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005615812