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

DOI10.1016/j.spl.2009.09.022zbMath1178.62012OpenAlexW1992922727MaRDI QIDQ1049197

Christian Y. Robert

Publication date: 8 January 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.022

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Censored data models (62N01) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

Related Items (2)

On the maxima and minima of complete and incomplete samples from nonstationary random fields ⋮ Some asymptotic results on extremes of incomplete samples

Cites Work

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• Basic properties of strong mixing conditions. A survey and some open questions
• Statistics of extremes under random censoring
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• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Extremal behaviour of stationary Markov chains with applications
• Functionals of clusters of extremes
• Extremes and local dependence in stationary sequences
• The extremal index and clustering of high values for derived stationary sequences
• Extremes of Stationary Sequences with Failures

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