Bivariate general random threshold models and exceedance statistics

MaRDI QIDQ5092033zbMATH OpenFDO

Authors Aysegul Erem, Ismihan Bayramoglu

Publication date 28 July 2022

Full work available at URL http://static.bsu.az/w24/Contents%20V11%20N2%202020/Ayshegul_Erem.pdf

zbMATH Keywords

copulaorder statisticsbivariate distributionsexceedance statisticsrandom threshold

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
• An exceedance model based on bivariate order statistics
• On Distributions of Exceedances Based on Generalized Order Statistics
• Distributions of exceedances of generalized order statistics
• Joint behaviour of precedences and exceedances in random threshold models

Cites work

• scientific article; zbMATH DE number 3911462 (Why is no real title available?)
• scientific article; zbMATH DE number 1191514 (Why is no real title available?)
• scientific article; zbMATH DE number 1194779 (Why is no real title available?)
• scientific article; zbMATH DE number 1031901 (Why is no real title available?)
• An introduction to copulas.
• Bivariate two sample test based on exceedance statistics
• Continuous Bivariate Distributions
• Distribution and expected value of the rank of a concomitant of an order statistics
• Distribution of concomitants of order statistics and their order statistics
• Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
• Joint behaviour of precedences and exceedances in random threshold models
• Joint distribution of new sample rank of bivariate order statistics
• Modeling claim exceedances over thresholds.
• Modeling of claim exceedances over random thresholds for related insurance portfolios
• On Distributions of Exceedances Based on Generalized Order Statistics
• On asymptotic distributions of exceedance statistics
• On distributions of exceedances associated with order statistics and record values for arbitrary distributions
• On exceedances of record and order statistics
• Order Statistics
• Order statistics and exceedances for some models of INID random variables
• Risk analysis under progressive type II censoring with binomial claim numbers
• Structure of Invariant Confidence Intervals Containing the Main Distributed Mass
• The exact power of two-sample location tests based on exceedance statistics against shift alternatives

Cited in

(8)

• Optimal precedence tests under single and double-sampling framework
• Joint behaviour of precedences and exceedances in random threshold models
• Double generalized threshold models with constraint on the dispersion by the mean
• ON COMPONENTS OF VARIANCE and MODELLING EXCEEDANCES OVER A THRESHOLD
• On the exceedances of exchangeable random variables
• On Distributions of Exceedances Based on Generalized Order Statistics
• Waiting times of exceedances in random threshold models
• An exceedance model based on bivariate order statistics

This page was built for publication: Bivariate general random threshold models and exceedance statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5092033)