Performance Assessment of Sandwich and Block Bootstrap Estimators for Temporally Dependent Bivariate Extremes
Ignoring temporal dependence when modelling sequences of extreme observations yields underestimated standard errors which can lead to inaccurate risk assessment of extreme phenomena such as floods and economic crises. One remedy is to inflate standard errors with sandwich or block bootstrap estimat...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2025-05-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/444 |
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