Article ID Journal Published Year Pages File Type
5129824 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

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.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
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