On bootstrap sample size in extreme value theory

DOI10.2298/PIM0271021GzbMATH Open1034.60043MaRDI QIDQ4452831FDOQ4452831

Authors: J. L. Geluk, Laurens De Haan 

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

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zbMATH Keywords

regular variation

Mathematics Subject Classification ID

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

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• Bootstrapping endpoint
• Bootstrap approximation of tail dependence function
• Bootstrap and empirical likelihood methods in extremes
• A practical method for analysing heavy tailed data
• Application of the bootstrap method for estimation of the quantile function
• Bootstrap method for central and intermediate order statistics under power normalization.

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