Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index

Svetlana Litvinova and Mervyn J. Silvapulle

Year of publication:	April 2020
Authors:	Litvinova, Svetlana ; Silvapulle, Mervyn J.
Publisher:	[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics
Subject:	Full-sample bootstrap \| Intermediate order statistic \| Extreme value index \| Hill estimator \| Tail probability \| Tail quantile \| Wahrscheinlichkeitsrechnung \| Probability theory \| Schätztheorie \| Estimation theory \| Bootstrap-Verfahren \| Bootstrap approach \| Statistische Verteilung \| Statistical distribution \| Ausreißer \| Outliers

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