Regenerative block-bootstrap confidence intervals for tail and extremal indexes
نویسندگان
چکیده
منابع مشابه
Improving Coverage Accuracy of Block Bootstrap Confidence Intervals
The block bootstrap confidence interval based on dependent data can outperform the computationally more convenient normal approximation only with non-trivial Studentization which, in the case of complicated statistics, calls for highly specialist treatment. We propose two different approaches to improving the accuracy of the block bootstrap confidence interval under very general conditions. The...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2013
ISSN: 1935-7524
DOI: 10.1214/13-ejs807