Exact and asymptotic distributions of exceedance statistics for bivariate random sequences

Autor:	Ayşegül Erem, Ismihan Bayramoglu
Rok vydání:	2017
Předmět:	Statistics and Probability 010104 statistics & probability Limit distribution Statistics 010103 numerical & computational mathematics Bivariate analysis 0101 mathematics Statistics Probability and Uncertainty Threshold model 01 natural sciences Mathematics Copula (probability theory)
Zdroj:	Statistics & Probability Letters. 125:181-188
ISSN:	0167-7152
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7cdc0ad225198954fc85c299cb193780 https://doi.org/10.1016/j.spl.2017.02.012 Zobrazit plný text záznamu Full Text from ScienceDirect