Exact and Asymptotic Distributions of Exceedance Statistics for Bivariate Random Sequences
| dc.contributor.author | Erem, Aysegul | |
| dc.contributor.author | Bayramoğlu, İsmihan | |
| dc.date.accessioned | 2023-06-16T14:11:42Z | |
| dc.date.available | 2023-06-16T14:11:42Z | |
| dc.date.issued | 2017 | |
| dc.description.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. | en_US |
| dc.identifier.doi | 10.1016/j.spl.2017.02.012 | |
| dc.identifier.issn | 0167-7152 | |
| dc.identifier.issn | 1879-2103 | |
| dc.identifier.scopus | 2-s2.0-85014400931 | |
| dc.identifier.uri | https://doi.org/10.1016/j.spl.2017.02.012 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14365/1457 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier Science Bv | en_US |
| dc.relation.ispartof | Statıstıcs & Probabılıty Letters | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Bivariate distribution function | en_US |
| dc.subject | Exceedance statistics | en_US |
| dc.subject | Threshold models | en_US |
| dc.subject | Limiting distributions | en_US |
| dc.subject | Copula | en_US |
| dc.subject | Dependency | en_US |
| dc.subject | Order-Statistics | en_US |
| dc.subject | Concomitants | en_US |
| dc.subject | Record | en_US |
| dc.subject | Models | en_US |
| dc.title | Exact and Asymptotic Distributions of Exceedance Statistics for Bivariate Random Sequences | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.id | EREM, AYSEGUL/0000-0002-7713-5005 | |
| gdc.author.id | Bayramoglu, Ismihan/0000-0002-8575-8405 | |
| gdc.author.scopusid | 6503849205 | |
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| gdc.author.wosid | EREM, AYSEGUL/AAS-6287-2020 | |
| gdc.author.wosid | Bayramoglu, Ismihan/E-7721-2018 | |
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| gdc.coar.type | text::journal::journal article | |
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| gdc.description.department | İzmir Ekonomi Üniversitesi | en_US |
| gdc.description.departmenttemp | [Erem, Aysegul; Bayramoglu, Ismihan] Izmir Univ Econ, Dept Math, Izmir, Turkey | en_US |
| gdc.description.endpage | 188 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q3 | |
| gdc.description.startpage | 181 | en_US |
| gdc.description.volume | 125 | en_US |
| gdc.description.wosquality | Q4 | |
| gdc.identifier.openalex | W2587944280 | |
| gdc.identifier.wos | WOS:000399628000023 | |
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| gdc.oaire.keywords | limiting distributions | |
| gdc.oaire.keywords | Asymptotic distribution theory in statistics | |
| gdc.oaire.keywords | threshold models | |
| gdc.oaire.keywords | exceedance statistics | |
| gdc.oaire.keywords | Order statistics; empirical distribution functions | |
| gdc.oaire.keywords | copula | |
| gdc.oaire.keywords | bivariate distribution function | |
| gdc.oaire.keywords | dependency | |
| gdc.oaire.popularity | 5.558908E-9 | |
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| gdc.oaire.sciencefields | 0101 mathematics | |
| gdc.oaire.sciencefields | 01 natural sciences | |
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| gdc.scopus.citedcount | 6 | |
| gdc.virtual.author | Bayramoğlu, İsmihan | |
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