Bootstrap and empirical likelihood methods in extremes
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Publication:1003320
DOI10.1007/s10687-007-0049-8zbMath1164.62010OpenAlexW2125777794MaRDI QIDQ1003320
Publication date: 28 February 2009
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-007-0049-8
Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)
Related Items (9)
Bootstrapping endpoint ⋮ On the estimation of extreme directional multivariate quantiles ⋮ Haezendonck-Goovaerts risk measure with a heavy tailed loss ⋮ Estimating conditional means with heavy tails ⋮ Stationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate change ⋮ The harmonic moment tail index estimator: asymptotic distribution and robustness ⋮ A class of unbiased location invariant Hill-type estimators for heavy tailed distributions ⋮ Empirical likelihood confidence intervals for the endpoint of a distribution function ⋮ Regression estimator for the tail index
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