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

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+https://doi.org/10.1016/j.insmatheco.2005.12.002
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+W1970445372
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@@ Property / cites work @@
+A tail bootstrap procedure for estimating the tail Pareto-index
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+Q3359591
@@ Property / cites work: Q3359591 / rank @@
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@@ Property / cites work @@
+Some asymptotic theory for the bootstrap
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+Limiting behaviour of a geometric-type estimator for tail indices.
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+Almost sure convergence of the Hill estimator
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+Confidence bounds for the adjustment coefficient
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