Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena

DOI10.2307/1428085MaRDI QIDQ4361804zbMATH OpenOpenAlexFDO

Authors Paul D. Feigin, Sidney I. Resnick

Publication date 5 April 1998

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/9006

zbMATH Keywords

autoregressive time seriesbootstrapconvergence of random measuresheavy tailsKaramata's theoremlinear programming estimator

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Limit distributions for linear programming time series estimators
• Bootstrapping point processes with some applications
• On kernel smoothing for extremal quantile regression
• QQ Plots, Random Sets and Data from a Heavy Tailed Distribution

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