Bootstrap for Extreme Generalized Order Statistics

被引：0

作者：

H. M. Barakat

E. M. Nigm

Magdy E. El-Adll

机构：

[1] Zagazig University,Department of Mathematics, Faculty of Science

[2] Helwan University,Department of Mathematics and Statistics, Faculty of Science

[3] Taif University,Department of Mathematics and Statistics, Faculty of Science

来源：

Arabian Journal for Science and Engineering | 2011年 / 36卷

关键词：

Weak consistency; Strong consistency; Extreme generalized order statistics; Bootstrap; Monte Carlosimulation; 97K50; 97K70; 97K80; 97K99;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we study some bootstrap properties of normalized extreme generalized order statistics under the assumption of a nondegenerate limit. The inconsistency, weak consistency and strong consistency of bootstrapping normalized extreme generalized order statistics for an appropriate choice of re-sample size are investigated when the normalizing constants are either known or unknown. A simulation study is given as an illustrative numerical example to explain how the suggested procedure is a very efficient tool for modeling extremes.

引用

页码：1083 / 1090

页数：7

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