A tail bootstrap procedure for estimating the tail Pareto-index
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Publication:1299448
DOI10.1016/S0378-3758(98)00011-1zbMath0961.62047MaRDI QIDQ1299448
Margarida Brito, Jean-Noel Bacro
Publication date: 5 June 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
62G32: Statistics of extreme values; tail inference
62G09: Nonparametric statistical resampling methods
Related Items
Edgeworth expansion for an estimator of the adjustment coefficient, Bootstrap and empirical likelihood methods in extremes, Limiting behaviour of a geometric-type estimator for tail indices., Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
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