A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics

Simple item page
dc.contributor.author Gebizlioğlu, Ömer Lütfi
dc.contributor.author Gebizlioğlu, Ömer Lütfi
dc.contributor.author Yorubulut, Serap
dc.contributor.other International Trade and Finance
dc.date.accessioned 2019-06-27T08:01:37Z
dc.date.available 2019-06-27T08:01:37Z
dc.date.issued 2016
dc.department Fakülteler, Uygulamalı Bilimler Fakültesi, Uluslararası Ticaret ve Lojistik Bölümü en_US
dc.description.abstract Pareto distributions are very flexible probability models with various forms and kinds. In this paper a new bivariate Pseudo-Pareto distribution and its properties are presented and discussed. Main variables order statistics and concomitants of this distribution are studied and their importance for risk and reliability analysis is explained. Joint and marginal distributions complementing cumulative distributions and hazard functions of the variables are derived. Numerical illustrations graphical displays and interpretations for the obtained distributions and derived functions are provided. An implementation example on defaultable bonds is performed. en_US]
dc.identifier.citationcount 2
dc.identifier.doi 10.1007/s11009-016-9500-0 en_US
dc.identifier.endpage 1064
dc.identifier.issn 1387-5841 en_US
dc.identifier.issn 1573-7713 en_US
dc.identifier.issn 1387-5841
dc.identifier.issn 1573-7713
dc.identifier.issue 4
dc.identifier.scopus 2-s2.0-84976612532 en_US
dc.identifier.scopusquality Q2
dc.identifier.startpage 1043 en_US
dc.identifier.uri https://hdl.handle.net/20.500.12469/423
dc.identifier.volume 18 en_US
dc.identifier.wos WOS:000387113000008 en_US
dc.institutionauthor Gebizlioğlu, Ömer Lütfi en_US
dc.language.iso en en_US
dc.publisher Springer en_US
dc.relation.journal Methodology and Computing in Applied Probability en_US
dc.relation.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
dc.rights info:eu-repo/semantics/closedAccess en_US
dc.scopus.citedbyCount 2
dc.subject Pseudo-Pareto distribution en_US
dc.subject Order statistics en_US
dc.subject Concomitants en_US
dc.subject Complementing cumulative distribution function en_US
dc.subject Hazard function en_US
dc.subject Defaultable bonds en_US
dc.title A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics en_US
dc.type Article en_US
dc.wos.citedbyCount 2
dspace.entity.type Publication
relation.isAuthorOfPublication 5a5c8816-1812-437a-81bb-7e07bf97810e
relation.isAuthorOfPublication.latestForDiscovery 5a5c8816-1812-437a-81bb-7e07bf97810e
relation.isOrgUnitOfPublication 16202dfd-a149-4884-98fb-ada5f8c12918
relation.isOrgUnitOfPublication.latestForDiscovery 16202dfd-a149-4884-98fb-ada5f8c12918

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
A Pseudo-Pareto Distribution and Concomitants of Its.pdf
Size:
723.32 KB
Format:
Adobe Portable Document Format
Description:
Download

Collections

WoS İndeksli Yayınlar Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu
Uluslararası Ticaret ve Lojistik Bölümü Koleksiyonu