Bootstrap and empirical likelihood methods in extremes
type: Item
instance of: scholarly article
title: Bootstrap and empirical likelihood methods in extremes
zbMATH Open document ID: 1164.62010
author: Yongcheng Qi
published in: Extremes
publication date: 2009-02-28T00:00:00Z
review text: Bootstrap techniques for optimal sample fraction selection for the Hill and moment estimators of the tail index \(\gamma\) are considered. Empirical likelihood methods for confidence intervals construction for \(\gamma\) are discussed. A confidence interval for a high quantile is constructed with use of the data tilting method.
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G15
zbMATH DE Number: 5520597
zbMATH Keywords: confidence intervals
zbMATH Keywords: high quantiles
zbMATH Keywords: sample fractions
zbMATH Keywords: tail index
MaRDI profile type: Publication
full work available at URL: s10687-007-0049-8
OpenAlex ID: W2125777794
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DOI: 10.1007/S10687-007-0049-8
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description: scientific article; zbMATH DE number 5520597