On distributions of exceedances associated with order statistics and record values for arbitrary distributions

DOI10.1007/S003620100049zbMath0998.62005OpenAlexW2069530958MaRDI QIDQ5944067

Ismihan Bayramoglu (Bairamov), Samuel Kotz

Publication date: 19 September 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100049

zbMATH Keywords

order statisticsatomsrecord value

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (14)

Random threshold models based on multivariate observations. ⋮ Exact and asymptotic distributions of exceedance statistics for bivariate random sequences ⋮ Bivariate two sample test based on exceedance statistics ⋮ On a new sample rank of an order statistics and its concomitant. ⋮ Joint distribution of new sample rank of bivariate order statistics ⋮ Order statistics and exceedances for some models of INID random variables ⋮ Modeling of claim exceedances over random thresholds for related insurance portfolios ⋮ Unnamed Item ⋮ Waiting times of exceedances in random threshold models ⋮ JOINT BEHAVIOUR OF PRECEDENCES AND EXCEEDANCES IN RANDOM THRESHOLD MODELS ⋮ Time spent below a random threshold by a Poisson driven sequence of observations ⋮ On asymptotic distributions of exceedance statistics ⋮ On exceedances of record and order statistics ⋮ Spacings, exceedances and concomitants in progressive type II censoring scheme

Cites Work

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• Further comments on Matveychuk and Petunin's generalized Bernoulli model, and nonparametric tests of homogeneity
• A generalization of the Bernoulli model occurring in order statistics. I
• Structure of Invariant Confidence Intervals Containing the Main Distributed Mass
• On the Distribution of the Number of Exceedances
• The exact power of two-sample location tests based on exceedance statistics against shift alternatives
• Some generalizations of Bernoulli and Polya-Eggenberger contagion models
• The Distribution of the Number of Exceedances

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