Bivariate General Random Threshold Models and Exceedance Statistics
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Date
2020
Authors
Bayramoglu Ismihan
Journal Title
Journal ISSN
Volume Title
Publisher
Inst Applied Mathematics
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Abstract
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.
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Keywords
order statistics, copula, bivariate distributions, exceedance statistics, random threshold, Order-Statistics, Asymptotic Distributions, Record-Values, Expect
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Citation
WoS Q
Q1
Scopus Q
N/A
Source
Twms Journal of Pure And Applıed Mathematıcs
Volume
11
Issue
2
Start Page
189
End Page
203
