Permutation bootstrap and the block maxima method

DOI10.1080/03610918.2018.1563146zbMath1489.62156OpenAlexW2914006013WikidataQ128517243 ScholiaQ128517243MaRDI QIDQ5083981

Clément Dombry, Romain Biard, Zaher Khraibani, Aline Mefleh

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1563146

zbMATH Keywords

ranksextreme value theoryblock maxima methodpermutation bootstrap

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

Related Items

Comparison of trend detection methods in GEV models

Cites Work

• Unnamed Item
• Time-consistency of risk measures with GARCH volatilities and their estimation
• Bias and variance reduction techniques for bootstrap information criteria
• Existence and consistency of the maximum likelihood estimator for the extreme value index
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Residual life time at great age
• Statistical inference using extreme order statistics
• Bootstrap methods: another look at the jackknife
• Extreme market risk and extreme value theory
• On spatial extremes: with application to a rainfall problem
• Maximum likelihood estimators based on the block maxima method
• Sur la distribution limite du terme maximum d'une série aléatoire
• Anticipating Catastrophes through Extreme Value Modelling
• Maximum likelihood estimation in a class of nonregular cases
• Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples
• Statistics of Extremes
• Modelling Extreme Wind Speeds in Regions Prone to Hurricanes
• Heavy-Tail Phenomena