scientific article; zbMATH DE number 7219013

MaRDI QIDQ3295394zbMATH OpenFDO

Authors Frederico Caeiro, M. Ivette Gomes

Publication date 8 July 2020

zbMATH Keywords

bootstrap methodologyextreme value indexheavy tailtail sample fraction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

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(9)

• Nonparametric tail estimation using a double bootstrap method.
• A tail bootstrap procedure for estimating the tail Pareto-index
• The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
• scientific article; zbMATH DE number 7008169 (Why is no real title available?)
• A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics
• Using a bootstrap method to choose the sample fraction in tail index estimation
• A modeler's guide to extreme value software
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• The role of resampling methods and generalized means in extreme value theory

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