Confidence intervals for endpoints of a c.d.f. via bootstrap

DOI10.1016/S0378-3758(96)00087-0MaRDI QIDQ1361759zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1016/S0378-3758(96)00087-0

zbMATH Keywords

bootstrapconfidence intervalsextremesendpoints

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Recommendations

• scientific article; zbMATH DE number 69460
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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 4117654 (Why is no real title available?)
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• A note on proving that the (modified) bootstrap works
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• Confidence intervals for the threshold parameter. ii: unknown shape parameter
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• Extremes and related properties of random sequences and processes
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• On smoothing and the bootstrap
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• Some asymptotic theory for the bootstrap
• Some results on the influence of extremes on the bootstrap
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• The bootstrap: To smooth or not to smooth?
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

Cited in

(20)

• Maximum likelihood estimation of extreme value index for irregular cases
• Confidence interval of survival function for extreme value distribution with censored data
• Estimating an endpoint with high-order moments
• Generalised bootstrap in non-regular M-estimation problems
• scientific article; zbMATH DE number 151784 (Why is no real title available?)
• scientific article; zbMATH DE number 69460 (Why is no real title available?)
• 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
• Bootstrap method for order statistics and modeling study of the air pollution
• Does bias reduction with external estimator of second order parameter work for endpoint?
• Bootstrapping sample quantiles of discrete data
• Bootstrap inference for a class of non-regular estimators
• \(L_{1}\) regression estimate and its bootstrap
• Empirical likelihood confidence intervals for the endpoint of a distribution function
• Bootstrap method for central and intermediate order statistics under power normalization.
• Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

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