Subsampling inference for the mean in the heavy-tailed case.

DOI10.1007/S001840050035MaRDI QIDQ5953771zbMATH OpenOpenAlexFDO

Authors Joseph P. Romano, Michael Wolf

Publication date 29 January 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840050035

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

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