Tail dependence under sample failures

Detalhes bibliográficos
Autor(a) principal: Ferreira, Marta Susana
Data de Publicação: 2020
Outros Autores: Ferreira, H.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/68757
Resumo: When collecting samples, sometimes failures of observations occur and consequently missing data. This can have an impact on the analysis and subsequent inference, especially if the study focuses on the extreme values where the data is more scarce. In this work, we analyze the effect of different types of failures on the dependence within the tail of a stationary series. We will also present some examples.
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spelling Tail dependence under sample failuresAsymptotic independence of extreme valuesDependence on extreme valuesStationary sequenceTheory of extreme valuesScience & TechnologyWhen collecting samples, sometimes failures of observations occur and consequently missing data. This can have an impact on the analysis and subsequent inference, especially if the study focuses on the extreme values where the data is more scarce. In this work, we analyze the effect of different types of failures on the dependence within the tail of a stationary series. We will also present some examples.The first author was supported by Portuguese Funds through FCT — Fundação para a Ciência e a Tecnologia within the Projects UID/MAT/00013/2013 of Centre of Mathematics of the University of Minho, UID/Multi/04621/2019 of Center for Computational and Stochastic Mathematics, UID/MAT/00006/2019 of Centre of Statistics and Its Applications, and PTDC/MAT-STA/28243/2017. The second author was partially supported by the research unit UID/MAT/00212/2019 — FCT (Funda¸c˜ao para a Ciˆencia e a Tecnologia).Society for Industrial and Applied MathematicsUniversidade do MinhoFerreira, Marta SusanaFerreira, H.20202020-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/68757eng0040-585X10.1137/S0040585X97T989751info: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:RCAAP2023-07-21T12:32:29Zoai:repositorium.sdum.uminho.pt:1822/68757Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:27:50.876061Repositório 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 Tail dependence under sample failures
title Tail dependence under sample failures
spellingShingle Tail dependence under sample failures
Ferreira, Marta Susana
Asymptotic independence of extreme values
Dependence on extreme values
Stationary sequence
Theory of extreme values
Science & Technology
title_short Tail dependence under sample failures
title_full Tail dependence under sample failures
title_fullStr Tail dependence under sample failures
title_full_unstemmed Tail dependence under sample failures
title_sort Tail dependence under sample failures
author Ferreira, Marta Susana
author_facet Ferreira, Marta Susana
Ferreira, H.
author_role author
author2 Ferreira, H.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Ferreira, Marta Susana
Ferreira, H.
dc.subject.por.fl_str_mv Asymptotic independence of extreme values
Dependence on extreme values
Stationary sequence
Theory of extreme values
Science & Technology
topic Asymptotic independence of extreme values
Dependence on extreme values
Stationary sequence
Theory of extreme values
Science & Technology
description When collecting samples, sometimes failures of observations occur and consequently missing data. This can have an impact on the analysis and subsequent inference, especially if the study focuses on the extreme values where the data is more scarce. In this work, we analyze the effect of different types of failures on the dependence within the tail of a stationary series. We will also present some examples.
publishDate 2020
dc.date.none.fl_str_mv 2020
2020-01-01T00:00:00Z
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/1822/68757
url http://hdl.handle.net/1822/68757
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0040-585X
10.1137/S0040585X97T989751
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Society for Industrial and Applied Mathematics
publisher.none.fl_str_mv Society for Industrial and Applied Mathematics
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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