Exact and asymptotic distributions of exceedance statistics for bivariate random sequences

DOI10.1016/J.SPL.2017.02.012zbMath1380.62080OpenAlexW2587944280MaRDI QIDQ2407782

Aysegul Erem, Ismihan Bayramoglu (Bairamov)

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.012

zbMATH Keywords

copulalimiting distributionsthreshold modelsdependencyexceedance statisticsbivariate distribution function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (5)

A consistent statistical test based on bivariate random samples ⋮ An exceedance model based on bivariate order statistics ⋮ Bivariate two sample test based on exceedance statistics ⋮ Unnamed Item ⋮ Exceedance statistics based on bottom-\(k\)-lists

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Order statistics and exceedances for some models of INID random variables
• Modeling of claim exceedances over random thresholds for related insurance portfolios
• On asymptotic distributions of exceedance statistics
• An introduction to copulas.
• Distribution of concomitants of order statistics and their order statistics
• Distribution and expected value of the rank of a concomitant of an order statistics
• Random intervals based on records.
• Kendall distribution functions.
• JOINT BEHAVIOUR OF PRECEDENCES AND EXCEEDANCES IN RANDOM THRESHOLD MODELS
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• On exceedances of record and order statistics
• The exact power of two-sample location tests based on exceedance statistics against shift alternatives
• Continuous Bivariate Distributions
• Joint distribution of new sample rank of bivariate order statistics
• On distributions of exceedances associated with order statistics and record values for arbitrary distributions

This page was built for publication: Exact and asymptotic distributions of exceedance statistics for bivariate random sequences