Pages that link to "Item:Q3137523"
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The following pages link to Asymptotic theory for bootstrapping the extremes (Q3137523):
Displaying 12 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- The bootstrap of the mean with arbitrary bootstrap sample size (Q749074) (← links)
- Asymptotic properties of the bootstrap for heavy-tailed distributions (Q751110) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Bootstrapping extremes of random variables under power normalization (Q2474785) (← links)
- Semiparametric estimation of extremes (Q4490189) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
