Asymptotic theory for bootstrapping the extremes

DOI10.1080/03610929308831003zbMATH Open0777.62043OpenAlexW2040616511MaRDI QIDQ3137523FDOQ3137523

Authors: 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

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zbMATH Keywords

order statisticsstable lawdomain of attractionextremesrandom probability measuresample meaninfinite variance casei.i.d. samplebootstrap distributions

Mathematics Subject Classification ID

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

Cites Work

• Approximation Theorems of Mathematical Statistics
• Some asymptotic theory for the bootstrap
• Bootstrap of the mean in the infinite variance case
• On the bootstrap of the sample mean in the infinite variance case
• Convergence to a stable distribution via order statistics
• Title not available (Why is that?)
• A note on the central limit theorem for the bootstrap mean

Cited In (19)

• Title not available (Why is that?)
• Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles
• Title not available (Why is that?)
• A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics
• A tail bootstrap procedure for estimating the tail Pareto-index
• Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• Title not available (Why is that?)
• Some results on the influence of extremes on the bootstrap
• The bootstrap of the mean with arbitrary bootstrap sample size
• On the bootstrap and the moving block bootstrap for the maximum of a stationary process
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Bootstrapping point processes with some applications
• Bootstrapping endpoint
• Semiparametric estimation of extremes
• Bootstrapping sample quantiles of discrete data
• Bootstrap and empirical likelihood methods in extremes
• Bootstrapping extremes of random variables under power normalization
• Asymptotic theories of multiscale bootstrap

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