Full metadata record
| DC pole | Hodnota | Jazyk |
|---|---|---|
| dc.contributor.author | Kohout, Václav | |
| dc.contributor.author | Pěchoučková, Šárka | |
| dc.date.accessioned | 2021-03-15T11:00:29Z | - |
| dc.date.available | 2021-03-15T11:00:29Z | - |
| dc.date.issued | 2020 | |
| dc.identifier.citation | KOHOUT, V. PĚCHOUČKOVÁ, Š.Bootstrap and Moment Estimator of the Tail Index γ. In: Aplimat 2020 proceedings : 19th conference on applied mathematics. Bratislava: Slovak University of Technology in Bratislava, 2020. s. 666-678. ISBN 978-80-227-4983-1, ISSN 2340-1117. | cs |
| dc.identifier.isbn | 978-80-227-4983-1 | |
| dc.identifier.issn | 2340-1117 | |
| dc.identifier.uri | 2-s2.0-85082402221 | |
| dc.identifier.uri | http://hdl.handle.net/11025/42939 | |
| dc.format | 13 s. | cs |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | en |
| dc.publisher | Slovak University of Technology in Bratislava | en |
| dc.relation.ispartofseries | Aplimat 2020 proceedings : 19th conference on applied mathematics | en |
| dc.rights | Plný text není přístupný. | cs |
| dc.rights | © Slovak University of Technology in Bratislava | en |
| dc.title | Bootstrap and Moment Estimator of the Tail Index γ | en |
| dc.type | konferenční příspěvek | cs |
| dc.type | conferenceObject | en |
| dc.rights.access | closedAccess | en |
| dc.type.version | publishedVersion | en |
| dc.description.abstract-translated | One of the major interests in extreme-value statistics is to infer the tail properties of the distribution functions in the domains of attraction of an extreme-value distribution and predict rare events. There is the primary problem to find the estimation of the tail index usually performed on the basis of the largest k order statistics in the sample. The question that has been often solved in applications of extreme value theory is the choice of k or an estimation of . We shall be here mainly interested in the use of the bootstrap methodology to estimate Extreme Value Index (EVI) . We study and compute general case of this tail index . We shall also compare, through Monte Carlo simulation, these bootstrap methodologies with other data - driven choices of the optimal sample fraction. | en |
| dc.subject.translated | statistics | en |
| dc.subject.translated | education | en |
| dc.subject.translated | mathematics | en |
| dc.type.status | Peer-reviewed | en |
| dc.identifier.obd | 43931014 | |
| Vyskytuje se v kolekcích: | Postprinty / Postprints (KMT) OBD | |
Soubory připojené k záznamu:
| Soubor | Velikost | Formát | |
|---|---|---|---|
| Aplimatprispevek.pdf | 1,04 MB | Adobe PDF | Zobrazit/otevřít Vyžádat kopii |
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