Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regenerative block-bootstrap confidence intervals for tail and extremal indexes |
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Regenerative block-bootstrap confidence intervals for tail and extremal indexes (English)
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29 May 2013
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regenerative Markov chain
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extremal indexes
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regenerative-block bootstrap procedure
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confidence intervals
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Nummelin splitting technique
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extreme value statistics
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cycle submaximum
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Hill estimator
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