A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics
| gdc.relation.journal | Methodology and Computing in Applied Probability | en_US |
| dc.contributor.author | Gebizlioğlu, Ömer Lütfi | |
| dc.contributor.author | Yorubulut, Serap | |
| dc.date.accessioned | 2019-06-27T08:01:37Z | |
| dc.date.available | 2019-06-27T08:01:37Z | |
| dc.date.issued | 2016 | |
| 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.issn | 1387-5841 | en_US |
| dc.identifier.issn | 1573-7713 | en_US |
| dc.identifier.issn | 1387-5841 | |
| dc.identifier.issn | 1573-7713 | |
| dc.identifier.scopus | 2-s2.0-84976612532 | en_US |
| dc.identifier.uri | https://hdl.handle.net/20.500.12469/423 | |
| dc.language.iso | en | en_US |
| dc.publisher | Springer | en_US |
| dc.relation.ispartof | Methodology and Computing in Applied Probability | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| 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 |
| dspace.entity.type | Publication | |
| gdc.author.institutional | Gebizlioğlu, Ömer Lütfi | en_US |
| gdc.author.institutional | Gebizlioğlu, Ömer Lütfi | |
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| gdc.description.department | Fakülteler, Uygulamalı Bilimler Fakültesi, Uluslararası Ticaret ve Lojistik Bölümü | en_US |
| gdc.description.endpage | 1064 | |
| gdc.description.issue | 4 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q2 | |
| gdc.description.startpage | 1043 | en_US |
| gdc.description.volume | 18 | en_US |
| gdc.identifier.openalex | W2403995757 | |
| gdc.identifier.wos | WOS:000387113000008 | en_US |
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| gdc.oaire.keywords | Defaultable bonds | |
| gdc.oaire.keywords | Hazard function | |
| gdc.oaire.keywords | Concomitants | |
| gdc.oaire.keywords | Complementing cumulative distribution function | |
| gdc.oaire.keywords | Pseudo-Pareto distribution | |
| gdc.oaire.keywords | Order statistics | |
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