A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics

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dc.contributor.authorGebizlioglu, Omer L.
dc.contributor.authorYorubulut, Serap
dc.date.accessioned2020-06-25T18:16:03Z
dc.date.available2020-06-25T18:16:03Z
dc.date.issued2016
dc.departmentKırıkkale Üniversitesi
dc.description7th International Workshop on Applied Probability (IWAP) -- JUN 16-19, 2014 -- Antalya, TURKEY
dc.descriptionGebizlioglu, Omer/0000-0002-3824-281X
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.citationclosedAccessen_US
dc.identifier.doi10.1007/s11009-016-9500-0
dc.identifier.endpage1064en_US
dc.identifier.issn1387-5841
dc.identifier.issn1573-7713
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-84976612532
dc.identifier.scopusqualityQ2
dc.identifier.startpage1043en_US
dc.identifier.urihttps://doi.org/10.1007/s11009-016-9500-0
dc.identifier.urihttps://hdl.handle.net/20.500.12587/6400
dc.identifier.volume18en_US
dc.identifier.wosWOS:000387113000008
dc.identifier.wosqualityQ3
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherSpringeren_US
dc.relation.ispartofMethodology And Computing In Applied Probability
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.typeArticle

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