Bootstrap confidence intervals and hypothesis tests for extrema of parameters

DOI10.1093/biomet/asq045zbMath1204.62075MaRDI QIDQ3067014

Hall, Peter, Hugh Miller

Publication date: 20 January 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asq045

zbMATH Keywords

minima; maxima; coverage accuracy; subsampling; bootstrap consistency; conservative method; level accuracy; tie

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62F03: Parametric hypothesis testing

62G32: Statistics of extreme values; tail inference

62F40: Bootstrap, jackknife and other resampling methods

62G09: Nonparametric statistical resampling methods