Relations for characteristic functions of $k$-th record values from generalized Pareto and inverse generalized Pareto distribution
Volume 36 / 2009
Applicationes Mathematicae 36 (2009), 157-168
MSC: 62E99, 60E10.
DOI: 10.4064/am36-2-4
Abstract
Relations for the marginal, joint, conditional characteristic functions of $k$-th upper and lower record values from generalized Pareto distribution and inverse generalized Pareto distribution are given.
