Geodesic
Tail dependence under sample failures
Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 4, pp. 798-810 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
Keywords: theory of extreme values, stationary sequence, dependence on extreme values, asymptotic independence of extreme values. 
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M. Ferreira; H. Ferreira. Tail dependence under sample failures. Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 4, pp. 798-810. http://geodesic.mathdoc.fr/item/TVP_2019_64_4_a9/

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