Regenerative block-bootstrap confidence intervals for tail and extremal indexes

Complete list of metadatas

https://hal.telecom-paristech.fr/hal-02107387
Contributor : Stephan Clémençon <>
Submitted on : Tuesday, April 23, 2019 - 4:20:46 PM
Last modification on : Wednesday, July 3, 2019 - 3:02:03 PM

Links full text

Identifiers

Citation

Patrice Bertail, Stéphan Clémençon, Jessica Tressou. Regenerative block-bootstrap confidence intervals for tail and extremal indexes. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2013, 7, pp.1224-1248. ⟨10.1214/13-EJS807⟩. ⟨hal-02107387⟩

Share

Metrics

Record views

14