Integral functionals and the bootstrap for the tail empirical process

DOI10.1007/S10687-022-00445-7MaRDI QIDQ2688188zbMATH OpenOpenAlexFDO

Authors Rafał Kulik, Hicham Loukrati, B. Gail Ivanoff

Publication date 2 March 2023

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-022-00445-7

zbMATH Keywords

bootstrapbootstrap variance estimatorharmonic moment estimatorHill estimatorregular variationtail empirical processtail index

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Cites work

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• Weak convergence of the tail empirical process for dependent sequences
• WLLN for arrays of nonnegative random variables

Cited in

(1)

• Functional limit theorems for inverse bootstrap processes of sample quantiles

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