Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Svetlana Litvinova and Mervyn J Silvapulle
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Litvinova, Svetlana ; Silvapulle, Mervyn J. |
| Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Full-sample bootstrap | Intermediate order statistic | Hill estimator | Extreme value Index | Tail empirical process | Tail quantile process | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Schätzung | Estimation |
freely available