Confidence intervals for endpoints of a c.d.f. via bootstrap
From MaRDI portal
Publication:1361759
DOI10.1016/S0378-3758(96)00087-0zbMath0884.62048MaRDI QIDQ1361759
Krishna B. Athreya, Jun-ichiro Fukuchi
Publication date: 16 March 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62G15: Nonparametric tolerance and confidence regions
62G30: Order statistics; empirical distribution functions
62G09: Nonparametric statistical resampling methods
Related Items
Bootstrap Method for Order Statistics and Modeling Study of the Air Pollution, 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?, \(L_{1}\) regression estimate and its bootstrap, On the bootstrap and the moving block bootstrap for the maximum of a stationary process, Generalised bootstrap in non-regular M-estimation problems, Empirical likelihood confidence intervals for the endpoint of a distribution function, Estimating an endpoint with high-order moments, Maximum likelihood estimation of extreme value index for irregular cases, Bootstrapping endpoint, Bootstrap method for central and intermediate order statistics under power normalization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating an endpoint of a distribution with resampling methods
- Extremes and related properties of random sequences and processes
- On smoothing and the bootstrap
- Some asymptotic theory for the bootstrap
- On estimating the endpoint of a distribution
- Some results on the influence of extremes on the bootstrap
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
- Asymptotic theory for bootstrapping the extremes
- A note on proving that the (modified) bootstrap works
- The bootstrap: To smooth or not to smooth?
- Estimation of the Minimum of a Function Using Order Statistics
- Confidence intervals for the threshold parameter
- Confidence intervals for the threshold parameter. ii: unknown shape parameter
- Regularly varying functions in the theory of simple branching processes
- Statistical inference for bounds of random variables