Bootstrap and Other Resampling Methodologies in Statistics of Extremes

DOI10.1080/03610918.2014.895834zbMath1474.62162OpenAlexW2170550649MaRDI QIDQ5860259

Dora Prata Gomes, M. Manuela Neves

Publication date: 19 November 2021

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.895834

zbMATH Keywords

bootstrapbias reductionjackknifestatistics of extremessemi-parametric estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

Related Items (1)

Adaptive Choice and Resampling Techniques in Extremal Index Estimation

Uses Software

• ismev
• bootstrap

Cites Work

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