An exceedance model based on bivariate order statistics

DOI10.31801/CFSUASMAS.816462MaRDI QIDQ5083786zbMATH OpenOpenAlexFDO

Authors Aysegul Erem

Publication date 21 June 2022

Published in Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31801/cfsuasmas.816462

zbMATH Keywords

bivariate order statisticsbivariate distributionsexceedance probabilityhydrologic riskrandom threshold model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 1031901 (Why is no real title available?)
• A class of exceedance-type statistics for the two-sample problem
• Bivariate general random threshold models and exceedance statistics
• Bivariate two sample test based on exceedance statistics
• Distributional properties of exceedance statistics
• Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
• Joint distribution of new sample rank of bivariate order statistics
• Modeling of claim exceedances over random thresholds for related insurance portfolios
• On a new sample rank of an order statistics and its concomitant.
• On moments of bivariate order statistics
• Order statistics and exceedances for some models of INID random variables
• Order statistics of dependent sequences consisting of two different sets of exchangeable variables
• Statistical tests based on training samples
• The Power of Exceedance-Type Tests Under Lehmann Alternatives

Cited in

(2)

• Estimating the probability of exceeding a given river flow threshold
• Bivariate general random threshold models and exceedance statistics

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