Bootstrap and empirical likelihood methods in extremes (Q1003320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap and empirical likelihood methods in extremes |
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Bootstrap and empirical likelihood methods in extremes (English)
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28 February 2009
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Bootstrap techniques for optimal sample fraction selection for the Hill and moment estimators of the tail index \(\gamma\) are considered. Empirical likelihood methods for confidence intervals construction for \(\gamma\) are discussed. A confidence interval for a high quantile is constructed with use of the data tilting method.
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confidence intervals
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high quantiles
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sample fractions
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tail index
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