A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics

DOI10.2307/2290327zbMath0774.62044OpenAlexW4250740606MaRDI QIDQ5288905

Daniel Zelterman

Publication date: 15 November 1993

Full work available at URL: https://doi.org/10.2307/2290327

zbMATH Keywords

exponential distributionresamplingGumbel distributionnormalized spacingsbootstrap distributionGini statisticdomain of attraction of the Type I extreme value distributionjoint distribution of the \(j\) largest order statisticsvery large sample

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

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