Exact and asymptotic distributions of exceedance statistics for bivariate random sequences

Aysegul Erem and Ismihan Bayramoglu

Statistics & Probability Letters, 2017, vol. 125, issue C, 181-188

Abstract: For bivariate random sequences we consider random threshold models and derive the finite and asymptotic distributions of exceedance statistics. Some examples with different underlying bivariate distributions are given and the resulting new limit distribution functions are presented.

Keywords: Bivariate distribution function; Exceedance statistics; Threshold models; Limiting distributions; Copula; Dependency (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:125:y:2017:i:c:p:181-188

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DOI: 10.1016/j.spl.2017.02.012

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