<?xml version="1.0" encoding="utf-8"?>
<export-example>
  <doc>
    <id>8160</id>
    <completedYear/>
    <publishedYear>2025</publishedYear>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
    <pageLast/>
    <pageNumber>26</pageNumber>
    <edition/>
    <issue/>
    <volume/>
    <type>article</type>
    <publisherName>Springer</publisherName>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>--</completedDate>
    <publishedDate>2025-05-15</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">One- and two-sided prediction intervals for future Pareto record values with applications</title>
    <abstract language="eng">Based on upper record values in a series of observations over time from a Pareto distribution, an exact and several approximate one-sided and two-sided prediction intervals for the next record value (or for another future record value) to appear are studied and compared by means of an extensive simulation study. The performances of the prediction intervals are evaluated and recommendations are proposed for what method should be used in a given situation with respect to the form of the prediction interval on the one hand and to the tail behaviour on the other. The proposed methods are applied to insurance, environmental and sports data, where the respectively fitted Pareto distributions show a different tail behaviour. As a result, it is seen that although the number of observed record values in the presented real data applications is rather small, as it is usually the case, the selected prediction intervals are of practical use.</abstract>
    <parentTitle language="eng">Journal of Statistical Theory and Applications</parentTitle>
    <identifier type="doi">10.1007/s44199-025-00119-w</identifier>
    <identifier type="issn">2214-1766</identifier>
    <identifier type="urn">urn:nbn:de:bvb:898-opus4-81605</identifier>
    <note>Corresponding author der OTH Regensburg: Anja B. Schmiedt</note>
    <enrichment key="opus.import.date">2025-06-03T21:32:12+00:00</enrichment>
    <enrichment key="opus.source">sword</enrichment>
    <enrichment key="opus.import.user">importuser</enrichment>
    <enrichment key="BegutachtungStatus">peer-reviewed</enrichment>
    <enrichment key="CorrespondingAuthor">Anja B. Schmiedt</enrichment>
    <licence>Creative Commons - CC BY - Namensnennung 4.0 International</licence>
    <author>Anja B. Schmiedt</author>
    <author>Christina Empacher</author>
    <author>Udo Kamps</author>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Interval prediction</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Pareto distribution</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Real data analyses</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Record values</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Simulation study</value>
    </subject>
    <collection role="institutes" number="FakIM">Fakultät Informatik und Mathematik</collection>
    <collection role="oaweg" number="">Gold Open Access- Erstveröffentlichung in einem/als Open-Access-Medium</collection>
    <collection role="othforschungsschwerpunkt" number="16314">Lebenswissenschaften und Ethik</collection>
    <collection role="oaweg" number="">Corresponding author der OTH Regensburg</collection>
    <collection role="funding" number="">DEAL Springer Nature</collection>
    <collection role="funding" number="">Publikationsfonds der OTH Regensburg</collection>
    <collection role="DFGFachsystematik" number="4">Naturwissenschaften</collection>
    <thesisPublisher>Ostbayerische Technische Hochschule Regensburg</thesisPublisher>
    <file>https://opus4.kobv.de/opus4-oth-regensburg/files/8160/Schmiedt_JStatTheoryAppl_2025.pdf</file>
  </doc>
</export-example>
