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On distributions of exceedances associated with order statistics and record values for arbitrary distributions

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  • Ismihan Bairamov
  • Samuel Kotz

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:spr:stpapr:v:42:y:2001:i:2:p:171-185
    DOI: 10.1007/s003620100049
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    References listed on IDEAS

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    1. Jacek WesoĊ‚owski & 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.
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    Cited by:

    1. 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.
    2. 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.
    3. Bairamov, Ismihan & EryIlmaz, Serkan, 2009. "Waiting times of exceedances in random threshold models," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 676-683, March.
    4. Agah Kozan & Burak Uyar & Halil Tanil, 2024. "Exceedance statistics based on bottom- $$k$$ k -lists," Statistical Papers, Springer, vol. 65(8), pages 5239-5251, October.
    5. Erem, Aysegul & Bayramoglu, Ismihan, 2017. "Exact and asymptotic distributions of exceedance statistics for bivariate random sequences," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 181-188.

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    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.
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    4. 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.

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