Bootstrap Methods in Statistics of Extremes
Author:
Affiliation:
1. Universidade de Lisboa; FCUL, DEIO and CEAUL; Portugal
2. Universidade Nova de Lisboa; FCT and CMA; Portugal
3. Universidade de São Paulo; IME and CEAUL; Brazil
4. Universidade de Lisboa; CEAUL; Portugal
Publisher
John Wiley & Sons, Inc.
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781118650318.ch6/fullpdf
Reference61 articles.
1. Peaks over random threshold methodology for tail index and quantile estimation;Araújo Santos,;Revstat,2006
2. Tail index estimation and an exponential regression model;Beirlant,;Extremes,1999
3. An overview and open research topics in the field of statistics of univariate extremes;Beirlant,;Revstat,2012
4. Regular Variation
5. A new class of estimators of a “scale” second order parameter;Caeiro,;Extremes,2006
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