A bootstrap-based method to achieve optimality in estimating the extreme-value index
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Publication:5943416
DOI10.1023/A:1009900215680zbMath0972.62014OpenAlexW3122729208MaRDI QIDQ5943416
No author found.
Publication date: 23 September 2001
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009900215680
Asymptotic properties of parametric estimators (62F12) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40)
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