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On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring

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  • Robert, C.Y.

Abstract

The observed extremes of a stationary sequence subject to random failure or censoring depend on the failure or censoring mechanism and may differ in an important way with the extremes of the stationary sequence itself. In this work we develop theoretical results which show how to take into account the effects of the random failures or censorships on the maximum of a sample from a stationary sequence.

Suggested Citation

  • Robert, C.Y., 2010. "On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring," Statistics & Probability Letters, Elsevier, vol. 80(2), pages 134-142, January.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:2:p:134-142
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    References listed on IDEAS

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    1. Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Other publications TiSEM 948d700b-a923-4068-b4ad-3, Tilburg University, School of Economics and Management.
    2. Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Discussion Paper 2003-48, Tilburg University, Center for Economic Research.
    3. Mladenovic, Pavle & Piterbarg, Vladimir, 2006. "On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1977-1991, December.
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    Cited by:

    1. Yuwei Li & Zhongquan Tan, 2023. "The Limit Properties of Maxima of Stationary Gaussian Sequences Subject to Random Replacing," Mathematics, MDPI, vol. 11(14), pages 1-14, July.
    2. Panga, Zacarias & Pereira, Luísa, 2018. "On the maxima and minima of complete and incomplete samples from nonstationary random fields," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 124-134.

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