Bootstrapping extremes of random variables under power normalization
From MaRDI portal
Publication:2474785
DOI10.1007/BF02595427zbMath1131.62039MaRDI QIDQ2474785
Publication date: 6 March 2008
Published in: Test (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)
Related Items (2)
Bootstrap method for central and intermediate order statistics under power normalization ⋮ Bootstrap Method for Order Statistics and Modeling Study of the Air Pollution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The bootstrap of the mean with arbitrary bootstrap sample size
- Asymptotic properties of random extremes under general normalization from nonidentical distributions.
- Extremes and related properties of random sequences and processes
- Bootstrap of the mean in the infinite variance case
- Some asymptotic theory for the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- Some results on the influence of extremes on the bootstrap
- Bootstrap methods: another look at the jackknife
- On max domains of attraction of univariate \(p\)-max stable laws
- The jackknife and the bootstrap for general stationary observations
- Continuation theorems of the extremes under power normalization
- A note on domains of attraction of \(p\)-max stable laws
- Sur la distribution limite du terme maximum d'une série aléatoire
- Asymptotic theory for bootstrapping the extremes
- Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
- A form of regular variation and its application to the domain of attraction of the double exponential distribution
- Theory and application of some classical and generalized asymptotic distributions of extreme values
This page was built for publication: Bootstrapping extremes of random variables under power normalization