Bootstrapping estimators based on the block maxima method
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Cites work
- A horse race between the block maxima method and the peak-over-threshold approach
- Basic properties of strong mixing conditions. A survey and some open questions
- Bootstrap approximation of tail dependence function
- Bootstrapping Extreme Value Estimators
- Bootstrapping Hill estimator and tail array sums for regularly varying time series
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
- Extreme value theory for multivariate stationary sequences
- Extreme value theory. An introduction.
- Extremes and local dependence in stationary sequences
- Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
- Heavy tailed time series
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- Inference for heavy tailed stationary time series based on sliding blocks
- Inference on the tail process with application to financial time series modeling
- Limit theorems for non-degenerate U-statistics of block maxima for time series
- Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
- Non-stationary max-stable models with an application to heavy rainfall data
- On the block maxima method in extreme value theory: PWM estimators
- On the disjoint and sliding block maxima method for piecewise stationary time series
- Resampling methods for dependent data
- Space–Time Modelling of Extreme Events
- Statistics of Extremes
- Tail inference using extreme U-statistics
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