On the max-semistable limit of maxima of stationary sequences with missing values

Detalhes bibliográficos
Autor(a) principal: Hall, Andreia
Data de Publicação: 2008
Outros Autores: Temido, Maria da Graça
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/4586
https://doi.org/10.1016/j.jspi.2008.05.038
Resumo: Let {Xn} be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of the maximum term. The pattern of occurrence of the missing values must be either iid or strongly mixing. We obtain the expression of the extremal index for the resulting sequence.
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spelling On the max-semistable limit of maxima of stationary sequences with missing valuesExtreme value theoryInteger-valued modelsMax-semistable lawsLet {Xn} be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of the maximum term. The pattern of occurrence of the missing values must be either iid or strongly mixing. We obtain the expression of the extremal index for the resulting sequence.http://www.sciencedirect.com/science/article/B6V0M-4SMDYYX-2/1/492cb69c7442fc5a598f5b298378d39e2008-09-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleaplication/PDFhttp://hdl.handle.net/10316/4586http://hdl.handle.net/10316/4586https://doi.org/10.1016/j.jspi.2008.05.038engJournal of Statistical Planning and Inference. In Press, Corrected Proof:Hall, AndreiaTemido, Maria da Graçainfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2020-11-06T16:49:12Zoai:estudogeral.uc.pt:10316/4586Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:41.130345Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv On the max-semistable limit of maxima of stationary sequences with missing values
title On the max-semistable limit of maxima of stationary sequences with missing values
spellingShingle On the max-semistable limit of maxima of stationary sequences with missing values
Hall, Andreia
Extreme value theory
Integer-valued models
Max-semistable laws
title_short On the max-semistable limit of maxima of stationary sequences with missing values
title_full On the max-semistable limit of maxima of stationary sequences with missing values
title_fullStr On the max-semistable limit of maxima of stationary sequences with missing values
title_full_unstemmed On the max-semistable limit of maxima of stationary sequences with missing values
title_sort On the max-semistable limit of maxima of stationary sequences with missing values
author Hall, Andreia
author_facet Hall, Andreia
Temido, Maria da Graça
author_role author
author2 Temido, Maria da Graça
author2_role author
dc.contributor.author.fl_str_mv Hall, Andreia
Temido, Maria da Graça
dc.subject.por.fl_str_mv Extreme value theory
Integer-valued models
Max-semistable laws
topic Extreme value theory
Integer-valued models
Max-semistable laws
description Let {Xn} be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of the maximum term. The pattern of occurrence of the missing values must be either iid or strongly mixing. We obtain the expression of the extremal index for the resulting sequence.
publishDate 2008
dc.date.none.fl_str_mv 2008-09-01
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/4586
http://hdl.handle.net/10316/4586
https://doi.org/10.1016/j.jspi.2008.05.038
url http://hdl.handle.net/10316/4586
https://doi.org/10.1016/j.jspi.2008.05.038
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Journal of Statistical Planning and Inference. In Press, Corrected Proof:
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv aplication/PDF
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