Geluk, Jaap; de Haan, Laurens On bootstrap sample size in exstreme value theory. (English) Zbl 1034.60043 Publ. Inst. Math., Nouv. Sér. 71(85), 21-25 (2002). It is shown that for estimating the intermediate quantile by bootstrap, the bootstrap sample size needs to be of smaller order than the original sample size, in order to bootstrap the probability distribution of the intermediate quantile of a sample consistently. Reviewer: Zagorka Lozanov-Crvenković (Novi Sad) Cited in 4 Documents MSC: 60G30 Continuity and singularity of induced measures 60G70 Extreme value theory; extremal stochastic processes Keywords:regular variation PDFBibTeX XMLCite \textit{J. Geluk} and \textit{L. de Haan}, Publ. Inst. Math., Nouv. Sér. 71(85), 21--25 (2002; Zbl 1034.60043) Full Text: DOI EuDML