Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena

DOI10.2307/1428085zbMath0884.62094OpenAlexW2150272825MaRDI QIDQ4361804

Sidney I. Resnick, Paul D. Feigin

Publication date: 5 April 1998

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9006

zbMATH Keywords

bootstrapheavy tailsautoregressive time seriesKaramata's theoremlinear programming estimatorconvergence of random measures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Bootstrapping point processes with some applications ⋮ On kernel smoothing for extremal quantile regression ⋮ QQ Plots, Random Sets and Data from a Heavy Tailed Distribution

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