An exceedance model based on bivariate order statistics

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dc.contributor.authorErem, Ayşegül
dc.contributor.departmentOthertr_TR
dc.contributor.facultyOthertr_TR
dc.date.accessioned2022-12-21T10:50:26Z
dc.date.available2022-12-21T10:50:26Z
dc.date.issued2021
dc.description.abstractIn hydrologic risk analysis, the use of exceedance statistics are very important. In this sense, we construct a random threshold model based on bivariate order statistics. The exact distribution of exceedance statistics is calculated under some well-known copulas such as independent and Farlie-Gumbel-Morgenstern (FGM) copulas. Furthermore, numerical results are provided for expected value and variance of exceedance statistics under independent and Farlie-Gumbel-Morgenstern copulas. The application of the model in hydrology is also discussed.tr_TR
dc.description.indexTrdizintr_TR
dc.identifier.endpage795tr_TR
dc.identifier.issn/e-issn1303-5991
dc.identifier.issue2tr_TR
dc.identifier.startpage785tr_TR
dc.identifier.urihttps://doi.org/10.31801/cfsuasmas.816462tr_TR
dc.identifier.urihttp://hdl.handle.net/20.500.12575/86289
dc.identifier.volume70tr_TR
dc.language.isoentr_TR
dc.publisherAnkara Üniversitesitr_TR
dc.relation.isversionof10.31801/cfsuasmas.816462tr_TR
dc.relation.journalCommunications, Series A1:Mathematics and Statisticstr_TR
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıtr_TR
dc.subjectExceedance Probability, bivariate order statistics, bivariate distributions, random threshold model, hydrologic risktr_TR
dc.titleAn exceedance model based on bivariate order statisticstr_TR
dc.typeArticletr_TR

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Cilt:70 Sayı:02 (2021)