Bootstrapping Estimators based on the Block Maxima Method
Fuente:
arXiv
Saved in:
| Main Authors: | Bücher, Axel, Staud, Torben |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025)
by: Bücher, Axel, et al.
Published: (2025)
Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)
by: Derumigny, Alexis, et al.
Published: (2025)
Conditional validity and a fast approximation formula of full conformal prediction sets
by: Amann, Nicolai
Published: (2025)
by: Amann, Nicolai
Published: (2025)
Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
by: Dombry, Clément, et al.
Published: (2023)
by: Dombry, Clément, et al.
Published: (2023)
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)
by: Verma, Victor, et al.
Published: (2024)
Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)
by: Baíllo, Amparo, et al.
Published: (2024)
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
by: Betken, Annika, et al.
Published: (2021)
by: Betken, Annika, et al.
Published: (2021)
Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)
by: Hilbert, Torey
Published: (2026)
Empirical tail dependence functions in high dimensions: uniform linearizations and inference
by: Bücher, Axel, et al.
Published: (2026)
by: Bücher, Axel, et al.
Published: (2026)
Asymptotic independence in higher dimensions and its implications on risk management
by: Das, Bikramjit, et al.
Published: (2024)
by: Das, Bikramjit, et al.
Published: (2024)
Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)
by: Li, Hanqing, et al.
Published: (2026)
On Second order correctness of Bootstrap in Logistic Regression
by: Das, Debraj, et al.
Published: (2020)
by: Das, Debraj, et al.
Published: (2020)
Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
by: Cai, Zhijun, et al.
Published: (2026)
by: Cai, Zhijun, et al.
Published: (2026)
Statistical inference for subgraph counts and clustering coefficient using network sampling in a sparse Stochastic Block Model framework
by: Mandal, Anirban, et al.
Published: (2024)
by: Mandal, Anirban, et al.
Published: (2024)
Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024)
by: Petersen, Alexander
Published: (2024)
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
by: van der Spek, Rutger, et al.
Published: (2022)
by: van der Spek, Rutger, et al.
Published: (2022)
Graphical models for multivariate extremes
by: Engelke, Sebastian, et al.
Published: (2024)
by: Engelke, Sebastian, et al.
Published: (2024)
Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)
by: Diz-Castro, Daniel, et al.
Published: (2026)
Asymptotic theory for the likelihood-based block maxima method in time series
by: Carl, David L., et al.
Published: (2025)
by: Carl, David L., et al.
Published: (2025)
Structured linear factor models for tail dependence
by: Boulin, Alexis, et al.
Published: (2025)
by: Boulin, Alexis, et al.
Published: (2025)
Distributional Convergence of Empirical Entropic Optimal Transport and Statistical Applications
by: Arenas-Velilla, Santiago, et al.
Published: (2026)
by: Arenas-Velilla, Santiago, et al.
Published: (2026)
Periodically Correlated Time Series and the Variable Bandpass Periodic Block Bootstrap
by: Valachovic, Edward
Published: (2024)
by: Valachovic, Edward
Published: (2024)
How should we aggregate ratings? Accounting for personal rating scales via Wasserstein barycenters
by: Raban, Daniel
Published: (2024)
by: Raban, Daniel
Published: (2024)
The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)
by: Savelov, M. P.
Published: (2025)
Higher-Order Efficient Estimators: A Review and Simulation-Based Benchmark Study
by: Wang, Zeyi, et al.
Published: (2026)
by: Wang, Zeyi, et al.
Published: (2026)
Nonparametric Inference on Dose-Response Curves Without the Positivity Condition
by: Zhang, Yikun, et al.
Published: (2024)
by: Zhang, Yikun, et al.
Published: (2024)
Local asymptotics of selection models with applications in Bayesian selective inference
by: Rasines, Daniel G., et al.
Published: (2023)
by: Rasines, Daniel G., et al.
Published: (2023)
A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)
by: Pumi, Guilherme, et al.
Published: (2025)
An accurate percentile method for parametric inference based on asymptotically biased estimators
by: Orso, Samuel, et al.
Published: (2024)
by: Orso, Samuel, et al.
Published: (2024)
Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
by: Gnettner, Felix, et al.
Published: (2023)
by: Gnettner, Felix, et al.
Published: (2023)
Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
by: Cui, Junfeng, et al.
Published: (2025)
by: Cui, Junfeng, et al.
Published: (2025)
Estimation of Shannon differential entropy: An extensive comparative review
by: Madukaife, Mbanefo S., et al.
Published: (2024)
by: Madukaife, Mbanefo S., et al.
Published: (2024)
A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)
by: Pumi, Guilherme, et al.
Published: (2026)
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)
by: Hill, Jonathan B., et al.
Published: (2022)
Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)
by: Arbel, Julyan, et al.
Published: (2024)
Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)
by: Bagyan, Armine, et al.
Published: (2025)
A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)
by: Dette, Holger, et al.
Published: (2023)
Test for symmetry and confidence interval of the parameter μ of skew-symmetric-Laplace-uniform distribution
by: Lohot, Raju. K., et al.
Published: (2024)
by: Lohot, Raju. K., et al.
Published: (2024)
Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)
by: Yang, Yukai, et al.
Published: (2026)
Inference in pseudo-observation-based regression using (biased) covariance estimation and naive bootstrapping
by: Mack, Simon, et al.
Published: (2025)
by: Mack, Simon, et al.
Published: (2025)
Similar Items
-
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025) -
Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025) -
Conditional validity and a fast approximation formula of full conformal prediction sets
by: Amann, Nicolai
Published: (2025) -
Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
by: Dombry, Clément, et al.
Published: (2023) -
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)