A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics

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dc.contributor.authorGebizlioğlu, Ömer Lütfi
dc.contributor.authorYorubulut, Serap
dc.date.accessioned2019-06-27T08:01:37Z
dc.date.available2019-06-27T08:01:37Z
dc.date.issued2016
dc.departmentFakülteler, Uygulamalı Bilimler Fakültesi, Uluslararası Ticaret ve Lojistik Bölümüen_US
dc.description.abstractPareto 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.citation2
dc.identifier.doi10.1007/s11009-016-9500-0en_US
dc.identifier.endpage1064
dc.identifier.issn1387-5841en_US
dc.identifier.issn1573-7713en_US
dc.identifier.issn1387-5841
dc.identifier.issn1573-7713
dc.identifier.issue4
dc.identifier.scopus2-s2.0-84976612532en_US
dc.identifier.scopusqualityQ2
dc.identifier.startpage1043en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12469/423
dc.identifier.volume18en_US
dc.identifier.wosWOS:000387113000008en_US
dc.identifier.wosqualityN/A
dc.institutionauthorGebizlioğlu, Ömer Lütfien_US
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.relation.journalMethodology and Computing in Applied Probabilityen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectPseudo-Pareto distributionen_US
dc.subjectOrder statisticsen_US
dc.subjectConcomitantsen_US
dc.subjectComplementing cumulative distribution functionen_US
dc.subjectHazard functionen_US
dc.subjectDefaultable bondsen_US
dc.titleA Pseudo-Pareto Distribution and Concomitants of Its Order Statisticsen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isAuthorOfPublication5a5c8816-1812-437a-81bb-7e07bf97810e
relation.isAuthorOfPublication.latestForDiscovery5a5c8816-1812-437a-81bb-7e07bf97810e

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