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

C.Y. Robert

Statistics & Probability Letters, 2010, vol. 80, issue 2, 134-142

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.

Date: 2010
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Citations: View citations in EconPapers (2)

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