Bootstrap confidence intervals for tail indices.
type: Item
instance of: scholarly article
title: Bootstrap confidence intervals for tail indices.
zbMATH Open document ID: 1042.62541
DOI: 10.1016/S0167-9473(97)00033-9
author: Jef Caers
author: J. Beirlant
author: Petra Vynckier
published in: Computational Statistics and Data Analysis
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 1189799
zbMATH Keywords: Extreme value theory
zbMATH Keywords: Pareto index
zbMATH Keywords: Extreme value index
zbMATH Keywords: Bootstrap confidence intervals
describes a project that uses: bootstrap
MaRDI profile type: Publication
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full work available at URL: s0167-9473(97)00033-9
OpenAlex ID: W2090163936
description: scientific article; zbMATH DE number 1189799