Nonparametric tail estimation using a double bootstrap method. (Q1275535): Difference between revisions

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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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+Bootstrap confidence intervals for tail indices.
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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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+Q4318617
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+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
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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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+ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
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