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

From MaRDI portal
Revision as of 16:52, 11 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q241356)
scientific article
Language Label Description Also known as
English
Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
scientific article

    Statements

    Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (English)
    0 references
    14 August 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    adjustment coefficient
    0 references
    bootstrap
    0 references
    parameter estimation
    0 references
    random walk
    0 references
    Sparre Andersen model
    0 references