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Resampling methodologies in the field of statistics of univariate extremes

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Publication:5261863
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DOI10.1007/978-3-319-05323-3_3zbMATH Open1328.62294OpenAlexW204037296MaRDI QIDQ5261863FDOQ5261863

M. Ivette Gomes

Publication date: 8 July 2015

Published in: New Advances in Statistical Modeling and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05323-3_3




Recommendations

  • Bootstrap and other resampling methodologies in statistics of extremes
  • Resampling methodologies and reliable tail estimation
  • Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
  • Bootstrap and jackknife methods in extremal index estimation: a review
  • An overview and open research topics in statistics of univariate extremes


Mathematics Subject Classification ID

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



Cited In (1)

  • The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements





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