Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Regenerative block-bootstrap confidence intervals for tail and extremal indexes |
scientific article; zbMATH DE number 6167970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regenerative block-bootstrap confidence intervals for tail and extremal indexes |
scientific article; zbMATH DE number 6167970 |
Statements
Regenerative block-bootstrap confidence intervals for tail and extremal indexes (English)
0 references
29 May 2013
0 references
regenerative Markov chain
0 references
extremal indexes
0 references
regenerative-block bootstrap procedure
0 references
confidence intervals
0 references
Nummelin splitting technique
0 references
extreme value statistics
0 references
cycle submaximum
0 references
Hill estimator
0 references
0 references