Adaptive choice and resampling techniques in extremal index estimation

DOI10.1007/978-3-319-18029-8_24MaRDI QIDQ3459686zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

adaptive choiceblock sizeexterme value theoryexternal indexresampling techniques

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

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

Cites work

• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
• Adaptive estimation of heavy right tails: resampling-based methods in action
• Asymptotic Extremes for m-Dependent Random Variables
• Block length selection in the bootstrap for time series
• Bootstrap and other resampling methodologies in statistics of extremes
• Bootstrap methods: another look at the jackknife
• Estimating the parameters of rare events
• Extremal index estimation for a weakly dependent stationary sequence
• Extreme values for stationary and Markov sequences
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Extremes and local dependence in stationary sequences
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 4109747 (Why is no real title available?)
• scientific article; zbMATH DE number 409718 (Why is no real title available?)
• scientific article; zbMATH DE number 597912 (Why is no real title available?)
• On blocking rules for the bootstrap with dependent data
• On blocks and runs estimators of the extremal index
• On the exceedance point process for a stationary sequence
• ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
• On the multivariate extremal index
• Statistics of Extremes
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index
• The jackknife and the bootstrap for general stationary observations
• The maximum term of uniformly mixing stationary processes
• Theoretical comparisons of block bootstrap methods

Cited in

(6)

• Subsampling techniques and the jackknife methodology in the estimation of the extremal index
• Modeling extreme events: sample fraction adaptive choice in parameter estimation
• 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
• Adaptive estimation of heavy right tails: resampling-based methods in action

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)