On bootstrap sample size in extreme value theory

DOI10.2298/PIM0271021GzbMath1034.60043MaRDI QIDQ4452831

Laurens De Haan, J. L. Geluk

Publication date: 2 March 2004

Published in: Publications de l'Institut Mathematique (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/123414

zbMATH Keywords

regular variation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Continuity and singularity of induced measures (60G30)

Related Items (4)

Bootstrapping endpoint ⋮ Bootstrap approximation of tail dependence function ⋮ A practical method for analysing heavy tailed data ⋮ Bootstrap and empirical likelihood methods in extremes

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