Bootstrapping Extreme Value Estimators
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Publication:6154001
Cites work
- Asymptotic Statistics
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- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Some asymptotic theory for the bootstrap
- Some Best Parameter Estimates for Distributions with Finite Endpoint
- Statistical inference using extreme order statistics
Cited in
(22)- Hypothesis testing for varying coefficient models in tail index regression
- Nonparametric simulation of multivariate extreme events via spectral bootstrap
- Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Alexa A. Sochaniwsky and Paul D. Mcnicholas's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Stefano Rizzelli's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Emilio Porcu, Horst Simon, and Youssef Wehbe's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jonathan Koh's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Anthony C. Davison and Raphaël de Fondeville's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Miriam Cuba, Daniela Castro-Camilo, and Marian Scott's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Peter F. Craigmile, Peter Guttorp, and Thordis l. Thorarinsdottir's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jorge Castillo-Mateo, Alan E. Gelfand, Ana C. Cebrián, and Jesús Asín's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jordan Richards, Myung Won Lee, Viviana Carcaiso, and Miguel de Carvalho's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Richard Smith's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Seconder of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Proposer of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Inference for extreme spatial temperature events in a changing climate with application to Ireland
- A wee exploration of techniques for risk assessments of extreme events. EVA (2023) Conference Data Challenge: Wee Extremes group
- Modeling extreme events: univariate and multivariate data-driven approaches. EVA (2023) Conference Data Challenge: team genEVA
- Mathematics, statistics, and geometry of extreme events in high dimensions. Abstracts from the workshop held August 19--23, 2024
- Bootstrapping estimators based on the block maxima method
- Extreme conformal prediction: reliable intervals for high-impact events
- Asymptotic behavior of bootstrapped lower extreme generalized order statistics under linear normalization
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