Estimating an endpoint of a distribution with resampling methods

DOI10.1214/AOS/1176346811zbMATH Open0554.62037OpenAlexW2061794755MaRDI QIDQ760122FDOQ760122

Authors: Wei-Yin Loh 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346811

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zbMATH Keywords

bootstrapasymptotically valid confidence intervalsestimating an endpoint of a distributionrandom subsample methods

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Cited In (12)

• A BIAS-CORRECTED NONPARAMETRIC ENVELOPMENT ESTIMATOR OF FRONTIERS
• Bootstrap Sample Size in Nonregular Cases
• On the estimation of Pareto fronts from the point of view of copula theory
• Estimating an endpoint with high-order moments
• On dealing with the unknown population minimum in parametric inference
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Bootstrapping endpoint
• Bias reduction for endpoint estimation
• Comparing extreme models when the sign of the extreme value index is known
• Does bias reduction with external estimator of second order parameter work for endpoint?
• Empirical likelihood confidence intervals for the endpoint of a distribution function
• Maximum likelihood estimation of extreme value index for irregular cases

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