Contents V.11, N.2, 2020

  • BIVARIATE GENERAL RANDOM THRESHOLD MODELS AND EXCEEDANCE STATISTICS
    AYSEGUL EREM, ISMIHAN BAYRAMOGLU (pp. 189-203)

    • Abstract.

    This paper presents derivations of asymptotic and exact distributions of bivariate exceedance statistics defined for some general threshold models. The asymptotic distribution of exceedance statistics appear to be marginal free, depending only on copulas of underlying joint distributions. In particular cases, the exact formulas for these new distributions can be obtained. Applications in medicine and economics are also discussed

    Keywords:

    order statistics, copula, bivariate distributions, exceedance statistics, random threshold.

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