A tail bootstrap procedure for estimating the tail Pareto-index

DOI10.1016/S0378-3758(98)00011-1zbMath0961.62047MaRDI QIDQ1299448

Margarida Brito, Jean-Noel Bacro

Publication date: 5 June 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bootstrap; order statistics; regular variation

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G05: Nonparametric estimation

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

62G09: Nonparametric statistical resampling methods

Related Items

Edgeworth expansion for an estimator of the adjustment coefficient, Bootstrap and empirical likelihood methods in extremes, Limiting behaviour of a geometric-type estimator for tail indices., Regenerative block-bootstrap confidence intervals for tail and extremal indexes, Weak convergence of a bootstrap geometric-type estimator with applications to risk theory

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