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

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 t...

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Published inStatistics & probability letters Vol. 80; no. 2; pp. 134 - 142
Main Author Robert, C.Y.
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.01.2010
Elsevier
SeriesStatistics & Probability Letters
Subjects
Distribution theory
Exact sciences and technology
General topics
Mathematics
Nonparametric inference
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Statistical method
Random sequence
Stationary sequence
Probability theory
Censored sample
Random effect
Asymptotic distribution
Random censorship
Stationary distribution
Online AccessGet full text
ISSN0167-7152
1879-2103
DOI10.1016/j.spl.2009.09.022

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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.
AbstractList 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.
Author Robert, C.Y.
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Cites_doi 10.1214/aoap/1177005071
10.1007/s10687-007-0039-x
10.1239/aap/1067436333
10.3150/07-BEJ104
10.1214/154957805100000104
10.1080/15326340600820554
10.2307/3215211
10.1007/978-1-4612-5449-2
10.1007/BF00718038
10.1016/j.spa.2006.05.009
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Issue 2
Keywords Statistical method
Random sequence
Stationary sequence
Probability theory
Censored sample
Random effect
Asymptotic distribution
Random censorship
Stationary distribution
Language English
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SubjectTerms Distribution theory
Exact sciences and technology
General topics
Mathematics
Nonparametric inference
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Title On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
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