Bootstrap confidence intervals for the pareto index
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Publication:4493687
DOI10.1080/03610920008832478zbMath0964.62023OpenAlexW1984113092MaRDI QIDQ4493687
Publication date: 19 July 2001
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920008832478
Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)
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Cites Work
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- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
- Tail estimates motivated by extreme value theory
- On asymptotic normality of Hill's estimator for the exponent of regular variation
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- A simple general approach to inference about the tail of a distribution
- Bootstrap methods: another look at the jackknife
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- An improvement of the jackknife distribution function estimator
- Optimal choice of sample fraction in extreme-value estimation
- Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
- Selecting the optimal sample fraction in univariate extreme value estimation
- Weak limiting behaviour of a simple tail Pareto-index estimator
- Large sample confidence regions based on subsamples under minimal assumptions
- Sur la distribution limite du terme maximum d'une série aléatoire
- Central limit theorems for sums of extreme values
- Almost sure convergence of the Hill estimator
- Asymptotic Expansions of Estimators for the Tail Index with Applications
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