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Distributional Properties of Exceedance Statistics

Author

Listed:
  • Jacek Wesołowski
  • Mohammad Ahsanullah

Abstract

No abstract is available for this item.

Suggested Citation

  • Jacek Wesołowski & Mohammad Ahsanullah, 1998. "Distributional Properties of Exceedance Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 543-565, September.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:3:p:543-565
    DOI: 10.1023/A:1003533730137
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    Citations

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    Cited by:

    1. Bairamov, Ismihan & EryIlmaz, Serkan, 2009. "Waiting times of exceedances in random threshold models," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 676-683, March.
    2. Eryilmaz, Serkan & Gebizlioglu, Omer L. & Tank, Fatih, 2011. "Modeling of claim exceedances over random thresholds for related insurance portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 496-500.
    3. Gulder Kemalbay & Ismihan Bayramoglu (Bairamov), 2015. "Joint distribution of new sample rank of bivariate order statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(10), pages 2280-2289, October.
    4. EryIlmaz, S. & Bairamov, I. G., 2003. "On a new sample rank of an order statistics and its concomitant," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 123-131, June.
    5. Ismihan Bairamov & Samuel Kotz, 2001. "On distributions of exceedances associated with order statistics and record values for arbitrary distributions," Statistical Papers, Springer, vol. 42(2), pages 171-185, April.

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