Asymptotic theory for bootstrapping the extremes

DOI10.1080/03610929308831003zbMath0777.62043OpenAlexW2040616511MaRDI QIDQ3137523

John E. Angus

Publication date: 19 December 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831003

zbMATH Keywords

order statisticsdomain of attractionstable lawsample meanextremesrandom probability measureinfinite variance casei.i.d. samplebootstrap distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• Bootstrap of the mean in the infinite variance case
• Some asymptotic theory for the bootstrap
• Convergence to a stable distribution via order statistics
• On the bootstrap of the sample mean in the infinite variance case
• Approximation Theorems of Mathematical Statistics
• A note on the central limit theorem for the bootstrap mean