Integral functionals and the bootstrap for the tail empirical process
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Publication:2688188
DOI10.1007/s10687-022-00445-7OpenAlexW4306174820MaRDI QIDQ2688188
Hicham Loukrati, Rafał Kulik, B. Gail Ivanoff
Publication date: 2 March 2023
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-022-00445-7
bootstrapregular variationtail indexHill estimatortail empirical processbootstrap variance estimatorharmonic moment estimator
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)
Cites Work
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- Heavy-Tailed Time Series
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