Bootstrapping endpoint
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Publication:2392498
Recommendations
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Cites work
- scientific article; zbMATH DE number 1026035 (Why is no real title available?)
- A moment estimator for the index of an extreme-value distribution
- A note on proving that the (modified) bootstrap works
- Asymptotic theory for bootstrapping the extremes
- Bootstrap and empirical likelihood methods in extremes
- Comparing extreme models when the sign of the extreme value index is known
- Confidence intervals for endpoints of a c.d.f. via bootstrap
- Does bias reduction with external estimator of second order parameter work for endpoint?
- Estimating an endpoint of a distribution with resampling methods
- Estimating tails of probability distributions
- Estimating the end-point of a probability distribution using minimum-distance methods
- Extreme value theory. An introduction.
- Maximum likelihood estimation of extreme value index for irregular cases
- Maximum likelihood estimation of translation parameter of truncated distribution. II
- On bootstrap sample size in extreme value theory
- On estimating the endpoint of a distribution
- On maximum likelihood estimation of the extreme value index.
- On optimising the estimation of high quantiles of a probability distribution
- On the maximal life span of humans
- Some results on the influence of extremes on the bootstrap
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