Bootstrapping extremes of random variables under power normalization

DOI10.1007/BF02595427MaRDI QIDQ2474785zbMATH OpenFDO

Authors E. M. Nigm

Publication date 6 March 2008

Published in Test (Search for Journal in Brave)

zbMATH Keywords

bootstrap\(p\)-max stable lawspower normalizationweak consistency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

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Cites work

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Cited in

(8)

• Extreme value modeling under power normalization
• scientific article; zbMATH DE number 1194777 (Why is no real title available?)
• A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics
• Application of sub-sample bootstrap technique for extreme value modeling under linear and power normalization
• Some results on the influence of extremes on the bootstrap
• Bootstrapping endpoint
• Bootstrap method for order statistics and modeling study of the air pollution
• Bootstrap method for central and intermediate order statistics under power normalization.

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