Efficient bootstrap estimates for tail statistics
Bootstrap resamples can be used to investigate the tail of empirical distributions as well as return value estimates from the extremal behaviour of the sample. Specifically, the confidence intervals on return value estimates or bounds on in-sample tail statistics can be obtained using bootstrap tech...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2017-03-01
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| Series: | Natural Hazards and Earth System Sciences |
| Online Access: | http://www.nat-hazards-earth-syst-sci.net/17/357/2017/nhess-17-357-2017.pdf |