IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v50y1998i3p543-565.html
   My bibliography  Save this article

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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1003533730137
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1003533730137?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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. 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.
    3. 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.
    4. Bairamov, Ismihan & EryIlmaz, Serkan, 2009. "Waiting times of exceedances in random threshold models," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 676-683, March.
    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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:50:y:1998:i:3:p:543-565. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.