A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics

DOI10.2307/2290327MaRDI QIDQ5288905zbMATH OpenOpenAlexFDO

Authors Daniel Zelterman

Publication date 15 November 1993

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

zbMATH Keywords

bootstrap distributiondomain of attraction of the Type I extreme value distributionexponential distributionGini statisticGumbel distributionjoint distribution of the \(j\) largest order statisticsnormalized spacingsresamplingvery large sample

Mathematics Subject Classification ID

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

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(9)

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