The Weighted Bootstrap Mean for Heavy-Tailed Distributions
✍ Scribed by E. del Barrio; C. Matrán
- Book ID
- 110255828
- Publisher
- Springer US
- Year
- 2000
- Tongue
- English
- Weight
- 154 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0894-9840
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Let X ~, X 2 .... be a sequence of independent and identically distributed random variables in the domain of attraction of a stable law of order ~ and asymmetry parameter ft. This paper develops some large sample inference procedures for the population mean l/ and parameters ~ and ft. Three differen
Different estimators of high quantiles, such as x c p proposed in [N.M. Markovitch, U.R. Krieger, The estimation of heavy-tailed probability density functions, their mixtures and quantiles. Computer Networks 40 (3) (2002) 459-474], Weissman's estimator x w p and the POT-method are considered. Regard