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Name: Leo Belzile
Talk Title: Informative selection mechanisms for extreme value analyses
Abstract: The sampling scheme is typically ignored in statistical analyses as it is assumed that the way in which data were collected is independent of the phenomenon under study. However, in many instances, the selection mechanism is informative and ignoring it leads to biased inference. We study the impact of allowing for the selection using two examples, starting with rainfall records subject to a stopping rule. We also consider lifelengths of semi-supercentenarian, trying to assess whether the support of the lifespan distribution is bounded or not.
Based on joint work with Anthony Davison, Holger Rootzén, Dmitrii Zholud and Jutta Gampe.
This talk is an invited talk at EVA 2021. View the programme here.