Bivariate General Random Threshold Models and Exceedance Statistics

dc.contributor.author Erem, Aysegul
dc.contributor.author Bayramoglu Ismihan
dc.date.accessioned 2023-06-16T14:48:31Z
dc.date.available 2023-06-16T14:48:31Z
dc.date.issued 2020
dc.description.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. en_US
dc.identifier.issn 2076-2585
dc.identifier.issn 2219-1259
dc.identifier.uri https://hdl.handle.net/20.500.14365/2780
dc.language.iso en en_US
dc.publisher Inst Applied Mathematics en_US
dc.relation.ispartof Twms Journal of Pure And Applıed Mathematıcs en_US
dc.rights info:eu-repo/semantics/closedAccess en_US
dc.subject order statistics en_US
dc.subject copula en_US
dc.subject bivariate distributions en_US
dc.subject exceedance statistics en_US
dc.subject random threshold en_US
dc.subject Order-Statistics en_US
dc.subject Asymptotic Distributions en_US
dc.subject Record-Values en_US
dc.subject Expect en_US
dc.title Bivariate General Random Threshold Models and Exceedance Statistics en_US
dc.type Article en_US
dspace.entity.type Publication
gdc.author.id Bayramoglu, Ismihan/0000-0002-8575-8405
gdc.author.id EREM, AYSEGUL/0000-0002-7713-5005
gdc.author.wosid Bayramoglu, Ismihan/E-7721-2018
gdc.author.wosid EREM, AYSEGUL/AAS-6287-2020
gdc.coar.access metadata only access
gdc.coar.type text::journal::journal article
gdc.description.department İzmir Ekonomi Üniversitesi en_US
gdc.description.departmenttemp [Erem, Aysegul] Cyprus Int Univ Haspolat, Fac Arts & Sci, Dept Basic Sci & Humanities, Nicosia, North Cyprus, Turkey; [Bayramoglu, Ismihan] Izmir Univ Econ, Dept Math, Izmir, Turkey en_US
gdc.description.endpage 203 en_US
gdc.description.issue 2 en_US
gdc.description.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
gdc.description.scopusquality N/A
gdc.description.startpage 189 en_US
gdc.description.volume 11 en_US
gdc.description.wosquality Q1
gdc.identifier.wos WOS:000600546300005
gdc.index.type WoS
gdc.virtual.author Bayramoğlu, İsmihan
gdc.wos.citedcount 5
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