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Multiplier bootstrap of tail copulas - with applications
copulas Multiplier bootstrap of tail applications
2011/3/18
In the problem of estimating the lower and upper tail copula we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas. The first method ...
Bootstrap of means under stratified sampling
Cluster sampling bootstrap second-order asymptotic
2009/9/16
In a two-stage cluster sampling procedure, $n$ random populations are drawn independently from independent populations and a sub-sample of observations is taken in each of them. The estimator of the g...