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Runs in an ordered sequence of random variables

Author

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  • Serkan Eryılmaz
  • Alexei Stepanov

Abstract

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Suggested Citation

  • Serkan Eryılmaz & Alexei Stepanov, 2008. "Runs in an ordered sequence of random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(3), pages 299-313, April.
    • Handle: RePEc:spr:metrik:v:67:y:2008:i:3:p:299-313
    DOI: 10.1007/s00184-007-0134-7
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    References listed on IDEAS

    as
    1. Melvin I. White & E. Gordon Keith, 1965. "Discussion," Journal of Finance, American Finance Association, vol. 20(2), pages 292-297, May.
    2. Balakrishnan, N. & Stepanov, A., 2004. "A note on the paper of Khmaladze et al," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 415-419, July.
    3. Fan, Yanqin, 1999. "A data-driven test for dispersive ordering," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 331-336, February.
    4. Yun Li & Quanxi Shao, 2007. "Slow convergence of the number of near-maxima for Burr XII distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(1), pages 89-104, July.
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    Citations

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    Cited by:

    1. Ismihan Bairamov & Alexandre Berred & Alexei Stepanov, 2010. "Limit results for ordered uniform spacings," Statistical Papers, Springer, vol. 51(1), pages 227-240, January.
    2. Stepanov, A., 2011. "Limit theorems for runs based on 'small spacings'," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 54-61, January.

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    1. Stepanov, A., 2011. "Limit theorems for runs based on 'small spacings'," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 54-61, January.
    2. Yun Li & Quanxi Shao, 2007. "Slow convergence of the number of near-maxima for Burr XII distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(1), pages 89-104, July.
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