An exceedance model based on bivariate order statistics
نویسندگان
چکیده
In hydrologic risk analysis, the use of exceedance statistics are very important. this sense, we construct a random threshold model based on bivariate order statistics. The exact distribution is calculated under some well-known copulas such as independent and Farlie-Gumbel-Morgenstern (FGM) copulas. Furthermore, numerical results provided for expected value variance application in hydrology also discussed.
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ژورنال
عنوان ژورنال: Communications Faculty of Sciences University of Ankara. Series A1: mathematics and statistics
سال: 2021
ISSN: ['1303-5991']
DOI: https://doi.org/10.31801/cfsuasmas.816462