Adaptive choice and resampling techniques in extremal index estimation
DOI10.1007/978-3-319-18029-8_24zbMATH Open1329.62228OpenAlexW1435146127MaRDI QIDQ3459686FDOQ3459686
Authors: Dora Prata Gomes, Manuela Neves 
Publication date: 11 January 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-18029-8_24
Recommendations
- Bootstrap and jackknife methods in extremal index estimation: a review
- Bootstrap and other resampling methodologies in statistics of extremes
- Resampling methodologies and reliable tail estimation
- Adaptive estimation of heavy right tails: resampling-based methods in action
- Extremal index blocks estimator: the threshold and the block size choice
Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)
Cites Work
- Bootstrap methods: another look at the jackknife
- The jackknife and the bootstrap for general stationary observations
- Statistics of Extremes
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- Extremes and related properties of random sequences and processes
- On the exceedance point process for a stationary sequence
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the parameters of rare events
- Block length selection in the bootstrap for time series
- On blocking rules for the bootstrap with dependent data
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
- Extreme values for stationary and Markov sequences
- On blocks and runs estimators of the extremal index
- Extremal index estimation for a weakly dependent stationary sequence
- Theoretical comparisons of block bootstrap methods
- On the multivariate extremal index
- Extremes and local dependence in stationary sequences
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- Asymptotic Extremes for $m$-Dependent Random Variables
- Title not available (Why is that?)
- Adaptive estimation of heavy right tails: resampling-based methods in action
- The maximum term of uniformly mixing stationary processes
- ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
- Bootstrap and other resampling methodologies in statistics of extremes
Cited In (6)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation
- Adaptive estimation of heavy right tails: resampling-based methods in action
- Bootstrap and jackknife methods in extremal index estimation: a review
- Resampling methodologies and reliable tail estimation
- Bootstrap and other resampling methodologies in statistics of extremes
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
This page was built for publication: Adaptive choice and resampling techniques in extremal index estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3459686)
