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

@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Normal Variance-Mean Mixtures and z Distributions
@@ Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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@@ Property / cites work @@
+Excess functions and estimation of the extreme-value index
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@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
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@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
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@@ Property / cites work @@
+Better Bootstrap Confidence Intervals
@@ Property / cites work: Better Bootstrap Confidence Intervals / rank @@
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@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
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@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
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@@ Property / cites work @@
+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
+Normal rank
@@ Property / cites work @@
+Adaptive estimates of parameters of regular variation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
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@@ Property / cites work @@
+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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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-9473(97)00033-9
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@@ Property / OpenAlex ID @@
+W2090163936
@@ Property / OpenAlex ID: W2090163936 / rank @@
+Normal rank