A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics

DOI10.2307/2290327zbMATH Open0774.62044OpenAlexW4250740606MaRDI QIDQ5288905FDOQ5288905

Daniel Zelterman

Publication date: 15 November 1993

Full work available at URL: https://doi.org/10.2307/2290327

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zbMATH Keywords

resamplingexponential distributionGumbel distributionnormalized spacingsbootstrap distributionGini statisticdomain of attraction of the Type I extreme value distributionjoint distribution of the \(j\) largest order statisticsvery large sample

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

Cited In (6)

• A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION
• Piecewise exponential survival curves with smooth transitions
• Regression methods for the appearances of extremes in climate data
• Mixtures of tails in clustered automobile collision claims
• Simulation input data modeling
• Bootstrap and empirical likelihood methods in extremes

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