Tail aligned composite quantile estimator for bootstrapping of high quantiles
Author:
Affiliation:
1. National Statistical Office, Data Quality Assurance Division, Ahmedabad, India
2. Department of Statistics & Centre for Advanced Studies, Savitribai Phule Pune University, Pune, India
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics and Probability,Analysis
Link
https://www.tandfonline.com/doi/pdf/10.1080/23737484.2021.1915900
Reference29 articles.
1. Angus, J. E.1993. “Asymptotic Theory for Bootstrapping the Extremes.” Communications in Statistics – Theory and Methods 22, 15–30.
2. Confidence intervals for endpoints of a c.d.f. via bootstrap
3. Some Asymptotic Theory for the Bootstrap
4. An Introduction to Statistical Modeling of Extreme Values
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