Confidence intervals for endpoints of a c.d.f. via bootstrap
From MaRDI portal
Publication:1361759
DOI10.1016/S0378-3758(96)00087-0zbMATH Open0884.62048MaRDI QIDQ1361759FDOQ1361759
Authors: K. B. Athreya, Jun-ichiro Fukuchi
Publication date: 16 March 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Recommendations
Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)
Cites Work
- Title not available (Why is that?)
- Extremes and related properties of random sequences and processes
- On smoothing and the bootstrap
- Some asymptotic theory for the bootstrap
- A note on proving that the (modified) bootstrap works
- The bootstrap: To smooth or not to smooth?
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some results on the influence of extremes on the bootstrap
- Asymptotic theory for bootstrapping the extremes
- Title not available (Why is that?)
- Statistical inference for bounds of random variables
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
- On estimating the endpoint of a distribution
- Estimation of the Minimum of a Function Using Order Statistics
- Regularly varying functions in the theory of simple branching processes
- Estimating an endpoint of a distribution with resampling methods
- Confidence intervals for the threshold parameter
- Confidence intervals for the threshold parameter. ii: unknown shape parameter
- Title not available (Why is that?)
Cited In (20)
- Confidence interval of survival function for extreme value distribution with censored data
- Bootstrap method for central and intermediate order statistics under power normalization
- Bootstrap Method for Order Statistics and Modeling Study of the Air Pollution
- Estimating an endpoint with high-order moments
- Title not available (Why is that?)
- Generalised bootstrap in non-regular M-estimation problems
- Title not available (Why is that?)
- On dealing with the unknown population minimum in parametric inference
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process
- Bootstrapping endpoint
- Estimating an endpoint of a distribution with resampling methods
- Bias reduction for endpoint estimation
- Comparing extreme models when the sign of the extreme value index is known
- Does bias reduction with external estimator of second order parameter work for endpoint?
- Bootstrap inference for a class of non-regular estimators
- Bootstrapping sample quantiles of discrete data
- \(L_{1}\) regression estimate and its bootstrap
- Empirical likelihood confidence intervals for the endpoint of a distribution function
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- Maximum likelihood estimation of extreme value index for irregular cases
This page was built for publication: Confidence intervals for endpoints of a c.d.f. via bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1361759)