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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715217300706
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:125:y:2017:i:c:p:181-188

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2017.02.012

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().