Confidence intervals for endpoints of a c.d.f. via bootstrap

DOI10.1016/S0378-3758(96)00087-0zbMath0884.62048MaRDI QIDQ1361759

Krishna B. Athreya, Jun-ichiro Fukuchi

Publication date: 16 March 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bootstrapconfidence intervalsendpointsextremes

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items

Generalised bootstrap in non-regular M-estimation problems, Bootstrapping sample quantiles of discrete data, Maximum likelihood estimation of extreme value index for irregular cases, Bootstrap method for central and intermediate order statistics under power normalization, Bootstrapping endpoint, On dealing with the unknown population minimum in parametric inference, Bootstrap inference for a class of non-regular estimators, Estimating an endpoint with high-order moments, Bias reduction for endpoint estimation, Comparing extreme models when the sign of the extreme value index is known, Empirical likelihood confidence intervals for the endpoint of a distribution function, Does bias reduction with external estimator of second order parameter work for endpoint?, \(L_{1}\) regression estimate and its bootstrap, On the bootstrap and the moving block bootstrap for the maximum of a stationary process, Bootstrap Method for Order Statistics and Modeling Study of the Air Pollution

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