Bootstrap and other resampling methodologies in statistics of extremes
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Recommendations
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- Adaptive choice and resampling techniques in extremal index estimation
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Cites work
- A comparison of methods for estimating the extremal index
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
- Adaptive estimation of heavy right tails: resampling-based methods in action
- An extremal markovian sequence
- An introduction to statistical modeling of extreme values
- Asymptotic Extremes for m-Dependent Random Variables
- Basic properties and prediction of max-ARMA processes
- Block length selection in the bootstrap for time series
- Bootstrap methods: another look at the jackknife
- Estimating the parameters of rare events
- Extremal index estimation for a weakly dependent stationary sequence
- Extremal theory for stochastic processes
- Extreme values for stationary and Markov sequences
- Extremes and local dependence in stationary sequences
- Extremes and related properties of random sequences and processes
- scientific article; zbMATH DE number 3471414 (Why is no real title available?)
- scientific article; zbMATH DE number 409718 (Why is no real title available?)
- scientific article; zbMATH DE number 597912 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- scientific article; zbMATH DE number 3053501 (Why is no real title available?)
- Inference for Clusters of Extreme Values
- Model misspecification in peaks over threshold analysis
- New estimators for the extremal index and other cluster characteristics
- NOTES ON BIAS IN ESTIMATION
- On blocking rules for the bootstrap with dependent data
- On blocks and runs estimators of the extremal index
- On the asymptotic accuracy of Efron's bootstrap
- ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
- On the multivariate extremal index
- Point processes and multivariate extreme values
- Resampling a coverage pattern
- Statistics of Extremes
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- The extremal index and clustering of high values for derived stationary sequences
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Theoretical comparisons of block bootstrap methods
Cited in
(10)- Bootstrap and empirical likelihood methods in extremes
- Bootstrap and jackknife methods in extremal index estimation: a review
- Adaptive choice and resampling techniques in extremal index estimation
- Choosing the Resampling Scheme when Bootstrapping: A Case Study in Reliability
- scientific article; zbMATH DE number 7008169 (Why is no real title available?)
- Resampling methodologies and reliable tail estimation
- A study of the jackknife method in the estimation of the extremal index
- Resampling methodologies in the field of statistics of univariate extremes
- Comparing distributions with bootstrap techniques: An application to global solar radiation
- Clustering of extreme values: estimation and application
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