Bootstrapping Extreme Value Estimators

DOI10.1080/01621459.2022.2120400MaRDI QIDQ6154001

Chen Zhou, Laurens De Haan

Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

zbMATH Keywords

tail quantile processblock maximapeak-over-threshold

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Best attainable rates of convergence for estimates of parameters of regular variation
• Estimating tails of probability distributions
• Some asymptotic theory for the bootstrap
• Statistical inference using extreme order statistics
• On large deviation for extremes.
• On the block maxima method in extreme value theory: PWM estimators
• Bias correction in extreme value statistics with index around zero
• Maximum likelihood estimators based on the block maxima method
• Some Best Parameter Estimates for Distributions with Finite Endpoint
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• On Smooth Statistical Tail Functionals
• Asymptotic Statistics

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