Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14365/2780
Title: BIVARIATE GENERAL RANDOM THRESHOLD MODELS AND EXCEEDANCE STATISTICS
Authors: Erem, Aysegul
Bayramoglu, Ismihan
Keywords: order statistics
copula
bivariate distributions
exceedance statistics
random threshold
Order-Statistics
Asymptotic Distributions
Record-Values
Expect
Publisher: Inst Applied Mathematics
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.
URI: https://hdl.handle.net/20.500.14365/2780
ISSN: 2076-2585
2219-1259
Appears in Collections:WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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