Browsing by Author "Erem, Aysegul"

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Citation - WoS: 5
Bivariate General Random Threshold Models and Exceedance Statistics
(Inst Applied Mathematics, 2020) Erem, Aysegul; Bayramoglu Ismihan
This paper presents derivations of asymptotic and exact distributions of bivariate exceedance statistics defined for some general threshold models. The asymptotic distribution of exceedance statistics appear to be marginal free, depending only on copulas of underlying joint distributions. In particular cases, the exact formulas for these new distributions can be obtained. Applications in medicine and economics are also discussed.
Citation - WoS: 8
Citation - Scopus: 6
Exact and Asymptotic Distributions of Exceedance Statistics for Bivariate Random Sequences
(Elsevier Science Bv, 2017) Erem, Aysegul; Bayramoğlu, İsmihan
For bivariate random sequences we consider random threshold models and derive the finite and asymptotic distributions of exceedance statistics. Some examples with different underlying bivariate distributions are given and the resulting new limit distribution functions are presented. (C) 2017 Elsevier B.V. All rights reserved.