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An upper bound for the correlation ratio of records. (English) Zbl 1093.62536

Summary: We obtain an upper bound for a measure of the performance of the least squares predictor of the \(j\)th record of a sequence of continuous i.i.d. random variables as a function of the \(i\)th record. We show also that such bound is attainable, except for location and scale parameters, by exponential distributions.

MSC:

62G32 Statistics of extreme values; tail inference
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