Exact and Asymptotic Distributions of Exceedance Statistics for Bivariate Random Sequences
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Date
2017
Authors
Bayramoğlu, İsmihan
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science Bv
Open Access Color
Green Open Access
No
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Publicly Funded
No
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Average
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Top 10%
Abstract
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.
Description
Keywords
Bivariate distribution function, Exceedance statistics, Threshold models, Limiting distributions, Copula, Dependency, Order-Statistics, Concomitants, Record, Models, limiting distributions, Asymptotic distribution theory in statistics, threshold models, exceedance statistics, Order statistics; empirical distribution functions, copula, bivariate distribution function, dependency
Fields of Science
0101 mathematics, 01 natural sciences
Citation
WoS Q
Q4
Scopus Q
Q3
OpenCitations Citation Count
7
Source
Statıstıcs & Probabılıty Letters
Volume
125
Issue
Start Page
181
End Page
188
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Scopus : 6
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