Bootstrap confidence intervals for tail indices. (Q1128451): Difference between revisions

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+bootstrap
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+MaRDI publication profile
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+Normal Variance-Mean Mixtures and z Distributions
@@ Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank @@
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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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+Excess functions and estimation of the extreme-value index
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+Kernel estimates of the tail index of a distribution
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+A moment estimator for the index of an extreme-value distribution
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+Better Bootstrap Confidence Intervals
@@ Property / cites work: Better Bootstrap Confidence Intervals / rank @@
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+Q4318617
@@ Property / cites work: Q4318617 / rank @@
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+Adaptive estimates of parameters of regular variation
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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+Statistical inference using extreme order statistics
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+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
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+Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
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+Publication:1128451