Linear prediction of sums of sequential minima
VB Nevzorov, V Savinova… - … in Statistics-Theory and …, 2022 - Taylor & Francis
Abstract Let X 1,…, X n be independent and identically distributed continuous nonnegative
random variables and mn= min {X 1,…, X n} be the sample minimum. In the present paper …
random variables and mn= min {X 1,…, X n} be the sample minimum. In the present paper …