Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834): Difference between revisions

@@ Property / author @@
+Margarida Brito
@@ Property / author: Margarida Brito / rank @@
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@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.12.002
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@@ Property / OpenAlex ID @@
+W1970445372
@@ Property / OpenAlex ID: W1970445372 / rank @@
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@@ Property / cites work @@
+A tail bootstrap procedure for estimating the tail Pareto-index
+Normal rank
@@ Property / cites work @@
+Q3359591
@@ Property / cites work: Q3359591 / rank @@
+Normal rank
@@ Property / cites work @@
+Some asymptotic theory for the bootstrap
@@ Property / cites work: Some asymptotic theory for the bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting behaviour of a geometric-type estimator for tail indices.
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+Q5575243
@@ Property / cites work: Q5575243 / rank @@
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+On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
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@@ Property / cites work @@
+Asymptotic normality of least-squares estimators of tail indices
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+Almost sure convergence of the Hill estimator
@@ Property / cites work: Almost sure convergence of the Hill estimator / rank @@
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+On Some alternative estimates of the adjustment coefficient in risk theory
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+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+Q4318617
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+A bootstrap procedure for estimating the adjustment coefficients
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Extreme Values in the GI/G/1 Queue
@@ Property / cites work: Extreme Values in the GI/G/1 Queue / rank @@
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+Confidence bounds for the adjustment coefficient
@@ Property / cites work: Confidence bounds for the adjustment coefficient / rank @@
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