Bootstrapping extremes of random variables under power normalization

DOI10.1007/BF02595427zbMATH Open1131.62039MaRDI QIDQ2474785FDOQ2474785

Authors: E. M. Nigm 

Publication date: 6 March 2008

Published in: Test (Search for Journal in Brave)

Recommendations

• Asymptotic theory for bootstrapping the extremes
• Some results on the influence of extremes on the bootstrap
• Bootstrap method for central and intermediate order statistics under power normalization.
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Almost sure bootstrap of the mean under random normalization

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)

Cites Work

• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Extremes and related properties of random sequences and processes
• On the asymptotic accuracy of Efron's bootstrap
• Some asymptotic theory for the bootstrap
• Sur la distribution limite du terme maximum d'une série aléatoire
• Title not available (Why is that?)
• Bootstrap of the mean in the infinite variance case
• Extreme order statistics under power normalization and random sample size
• Some results on the influence of extremes on the bootstrap
• Asymptotic theory for bootstrapping the extremes
• The bootstrap of the mean with arbitrary bootstrap sample size
• Title not available (Why is that?)
• On max domains of attraction of univariate \(p\)-max stable laws
• Title not available (Why is that?)
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• A note on domains of attraction of \(p\)-max stable laws
• Theory and application of some classical and generalized asymptotic distributions of extreme values
• A form of regular variation and its application to the domain of attraction of the double exponential distribution
• Some asymptotic stability properties of extreme order statistics under power normalization
• Continuation theorems of the extremes under power normalization
• Asymptotic properties of random extremes under general normalization from nonidentical distributions.

Cited In (8)

• Extreme value modeling under power normalization
• Title not available (Why is that?)
• 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.

This page was built for publication: Bootstrapping extremes of random variables under power normalization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2474785)