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 (4)

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

Cites Work

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