Estimating an endpoint of a distribution with resampling methods

DOI10.1214/AOS/1176346811MaRDI QIDQ760122zbMATHOpenAlexFDO

Authors Wei-Yin Loh

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346811

zbMATH Keywords

bootstrapasymptotically valid confidence intervalsestimating an endpoint of a distributionrandom subsample methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(12)

• Bootstrap Sample Size in Nonregular Cases
• Does bias reduction with external estimator of second order parameter work for endpoint?
• On dealing with the unknown population minimum in parametric inference
• A bias-corrected nonparametric envelopment estimator of frontiers
• Estimating an endpoint with high-order moments
• Bias reduction for endpoint estimation
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Empirical likelihood confidence intervals for the endpoint of a distribution function
• Comparing extreme models when the sign of the extreme value index is known
• Bootstrapping endpoint
• Maximum likelihood estimation of extreme value index for irregular cases
• On the estimation of Pareto fronts from the point of view of copula theory

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