Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
type: Item
instance of: scholarly article
title: Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
zbMATH Open document ID: 1029.62079
author: Liang Peng
author: Nader Tajvidi
author: Peter Hall
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1028674844
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 1829103
zbMATH Keywords: bootstrap
zbMATH Keywords: calibration
zbMATH Keywords: domain of attraction
zbMATH Keywords: exeedence
zbMATH Keywords: peaks over thresholds
zbMATH Keywords: extreme values
MaRDI profile type: Publication
OpenAlex ID: W2029609476
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DOI: 10.1214/AOS/1028674844
description: scientific article; zbMATH DE number 1829103