Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/68757Registo completo
| Campo DC | Valor | Idioma |
|---|---|---|
| dc.contributor.author | Ferreira, Marta Susana | por |
| dc.contributor.author | Ferreira, H. | por |
| dc.date.accessioned | 2020-12-29T23:11:54Z | - |
| dc.date.available | 2020-12-29T23:11:54Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.issn | 0040-585X | por |
| dc.identifier.uri | https://hdl.handle.net/1822/68757 | - |
| dc.description.abstract | 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. | por |
| dc.description.sponsorship | 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). | por |
| dc.language.iso | eng | por |
| dc.publisher | Society for Industrial and Applied Mathematics | por |
| dc.relation | info:eu-repo/grantAgreement/FCT/5876/147370/PT | por |
| dc.relation | PTDC/MAT-STA/28243/2017 | - |
| dc.rights | openAccess | por |
| dc.subject | Asymptotic independence of extreme values | por |
| dc.subject | Dependence on extreme values | por |
| dc.subject | Stationary sequence | por |
| dc.subject | Theory of extreme values | por |
| dc.title | Tail dependence under sample failures | por |
| dc.type | article | - |
| dc.peerreviewed | yes | por |
| oaire.citationStartPage | 636 | por |
| oaire.citationEndPage | 645 | por |
| oaire.citationIssue | 4 | por |
| oaire.citationVolume | 64 | por |
| dc.date.updated | 2020-09-14T10:38:32Z | - |
| dc.identifier.doi | 10.1137/S0040585X97T989751 | por |
| dc.subject.wos | Science & Technology | por |
| sdum.export.identifier | 5706 | - |
| sdum.journal | Theory of Probability and its Applications | por |
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Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| vfinal.pdf | 205,13 kB | Adobe PDF | Ver/Abrir |
