Estimating an endpoint of a distribution with resampling methods
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The problem of estimating an endpoint of a distribution is revisited, using the bootstrap and random subsample methods. Contrary to an example in \textit{P. J. Bickel} and \textit{D. A. Freedman}, ibid. 9, 1196-1217 (1981; Zbl 0449.62034), suggesting that these methods do not work here, it is shown that one can in fact construct asymptotically valid confidence intervals in some situations.
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- On dealing with the unknown population minimum in parametric inference
- Median regularity and honest inference
- Bias reduction for endpoint estimation
- Comparing extreme models when the sign of the extreme value index is known
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