Regenerative block-bootstrap confidence intervals for tail and extremal indexes

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https://hal.telecom-paristech.fr/hal-02107387
Contributor : Stephan Clémençon <>
Submitted on : Tuesday, April 23, 2019 - 4:20:46 PM
Last modification on : Thursday, October 24, 2019 - 3:04:03 PM

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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⟩

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