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Journal articles

Regenerative block-bootstrap confidence intervals for tail and extremal indexes

Patrice Bertail 1, 2 Stéphan Clémençon 3, 4 Jessica Tressou 5 
1 MODAL'X - Modélisation aléatoire de Paris X
2 CREST - Centre de Recherche en Économie et Statistique
3 LTCI - Laboratoire Traitement et Communication de l'Information
4 IDS - Département Images, Données, Signal
5 MIA-Paris - Mathématiques et Informatique Appliquées
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Journal articles
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https://hal.telecom-paris.fr/hal-02107387
Contributor : Stephan Clémençon Connect in order to contact the contributor
Submitted on : Tuesday, April 23, 2019 - 4:20:46 PM
Last modification on : Saturday, June 25, 2022 - 9:12:35 PM

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X | INSTITUT-TELECOM | AGROPARISTECH | CNRS | INRA | INSMI | PARISTECH | MIA-PARIS | MODALX | X-CREST | LTCI | IDS | S2A | UNIV-PARIS-LUMIERES | INRAE | UNIV-PARIS-NANTERRE

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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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