Permutation bootstrap and the block maxima method

DOI10.1080/03610918.2018.1563146MaRDI QIDQ5083981zbMATH OpenOpenAlexWikidataFDO

Authors Aline Mefleh, Romain Biard, Clément Dombry, Zaher Khraibani

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1563146

zbMATH Keywords

block maxima methodextreme value theorypermutation bootstrapranks

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

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Cites work

• Anticipating Catastrophes through Extreme Value Modelling
• Bias and variance reduction techniques for bootstrap information criteria
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• Existence and consistency of the maximum likelihood estimator for the extreme value index
• Extreme market risk and extreme value theory
• Heavy-Tail Phenomena
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Maximum likelihood estimation in a class of nonregular cases
• Maximum likelihood estimators based on the block maxima method
• Modelling Extreme Wind Speeds in Regions Prone to Hurricanes
• On spatial extremes: with application to a rainfall problem
• Residual life time at great age
• Statistical inference using extreme order statistics
• Statistics of Extremes
• Sur la distribution limite du terme maximum d'une série aléatoire
• Time-consistency of risk measures with GARCH volatilities and their estimation

Cited in

(6)

• A horse race between the block maxima method and the peak-over-threshold approach
• Application of permutation to moving block bootstrap
• New block bootstrap methods: Sufficient and/or ordered
• Comparison of trend detection methods in GEV models
• Bootstrap method for order statistics and modeling study of the air pollution
• Heavy tail index estimation for block data

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