Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles

DOI10.1016/j.jspi.2010.03.016zbMath1191.62055OpenAlexW1993904416MaRDI QIDQ984653

J. Martínez

Publication date: 20 July 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.03.016

zbMATH Keywords

bootstrapquantile estimationgeneralized lambda distributiongeneralized bootstrap

Mathematics Subject Classification ID

Uses Software

• LMOMENTS
• gldex

Cites Work

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• Characterizing the generalized lambda distribution by L-moments
• Numerical maximum log likelihood estimation for generalized lambda distributions
• Bootstrap methods: another look at the jackknife
• The starship
• A Probability Distribution and Its Uses in Fitting Data
• The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits
• Fitting the generalized lambda distribution to data: a method based on percentiles
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• An analysis of variance test for normality (complete samples)
• Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
• An approximate method for generating symmetric random variables

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