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Tail Dependence Under Sample Failures
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2020-02-14 , DOI: 10.1137/s0040585x97t989751
M. Ferreira , H. Ferreira

Theory of Probability &Its Applications, Volume 64, Issue 4, Page 636-645, January 2020.
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.


中文翻译:

样本失败下的尾部依赖

概率论及其应用,第64卷,第4期,第636-645页,2020年1月。
在收集样本时,有时会出现观测失败并因此丢失数据的情况。这可能会对分析和后续推断产生影响,尤其是如果研究的重点是数据更稀缺的极值。在这项工作中,我们分析了不同类型的故障对平稳序列尾部相关性的影响。我们还将介绍一些示例。
更新日期:2020-02-14
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