A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869): Difference between revisions

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+MaRDI publication profile
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+A simple general approach to inference about the tail of a distribution
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+Asymptotic properties of the bootstrap for heavy-tailed distributions
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+When is the Student \(t\)-statistic asymptotically standard normal?
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+Zipf's Law for Cities: An Explanation
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+Bimodal t-ratios: the impact of thick tails on inference
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+Q4343010
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+Bootstrap methods: another look at the jackknife
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+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
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+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
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+Subsampling inference for the mean in the heavy-tailed case.
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+Subsampling
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+Q2709279
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+Laws of large numbers for sums of extreme values
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+Bootstrap of the mean in the infinite variance case
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+On the bootstrap of the sample mean in the infinite variance case
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+On the robustness of location estimators in models of firm growth under heavy-tailedness
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+Inference in Arch and Garch Models with Heavy-Tailed Errors
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+Publication:5255869