Bootstrapping endpoint

DOI10.1007/S13171-012-0015-7zbMATH Open1281.62125OpenAlexW3191852119MaRDI QIDQ2392498FDOQ2392498

Authors: Zhouping Li, Liang Peng 

Publication date: 1 August 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-012-0015-7

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zbMATH Keywords

bootstrapendpointextreme-value index

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

Cites Work

• Extreme value theory. An introduction.
• Estimating tails of probability distributions
• On maximum likelihood estimation of the extreme value index.
• A note on proving that the (modified) bootstrap works
• On optimising the estimation of high quantiles of a probability distribution
• A moment estimator for the index of an extreme-value distribution
• Title not available (Why is that?)
• Some results on the influence of extremes on the bootstrap
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Asymptotic theory for bootstrapping the extremes
• On estimating the endpoint of a distribution
• Maximum likelihood estimation of translation parameter of truncated distribution. II
• Estimating an endpoint of a distribution with resampling methods
• Bootstrap and empirical likelihood methods in extremes
• Does bias reduction with external estimator of second order parameter work for endpoint?
• Estimating the end-point of a probability distribution using minimum-distance methods
• Comparing extreme models when the sign of the extreme value index is known
• On bootstrap sample size in extreme value theory
• On the maximal life span of humans
• Maximum likelihood estimation of extreme value index for irregular cases

Cited In (4)

• On dealing with the unknown population minimum in parametric inference
• Estimating an endpoint of a distribution with resampling methods
• Empirical likelihood confidence intervals for the endpoint of a distribution function
• Haezendonck-Goovaerts risk measure with a heavy tailed loss

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