Tail dependence under sample failures
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 typ...
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| Format: | article |
| Language: | eng |
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2020
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| Online Access: | http://hdl.handle.net/1822/68757 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/68757 |