Distributional properties of exceedance statistics

DOI10.1023/A:1003533730137zbMath0921.62015OpenAlexW2061481858MaRDI QIDQ1280568

Jacek Wesołowski, Mohammad Ahsanullah

Publication date: 4 October 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003533730137

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (17)

Random threshold models based on multivariate observations. ⋮ An exceedance model based on bivariate order statistics ⋮ Bivariate two sample test based on exceedance statistics ⋮ Random intervals based on records. ⋮ Distributions of exceedances of generalized order statistics ⋮ On a new sample rank of an order statistics and its concomitant. ⋮ Joint distribution of new sample rank of bivariate order statistics ⋮ Order statistics and exceedances for some models of INID random variables ⋮ Modeling of claim exceedances over random thresholds for related insurance portfolios ⋮ On distributions of exceedances associated with order statistics and record values for arbitrary distributions ⋮ On Distributions of Exceedances Based on Generalized Order Statistics ⋮ Waiting times of exceedances in random threshold models ⋮ Time spent below a random threshold by a Poisson driven sequence of observations ⋮ On asymptotic distributions of exceedance statistics ⋮ Distributional properties of statistics based on minimal spacing and record exceedance statistics ⋮ On exceedances of record and order statistics ⋮ Spacings, exceedances and concomitants in progressive type II censoring scheme

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