A Semiparametric Bootstrap Technique for Simulating Extreme Order Statistics
模拟极端次序统计量的半参数自助法
We propose a technique for simulating the joint distribution of the j largest order statistics of a very large sample. We assume that the parent population is in the domain of attraction of the Type 1 (Gumbel) extreme value distribution. The bootstrap variates are generated by resampling the normalized spacings of the k largest observed values in the original data where k is larger than j. We compare the bootstrap distribution to the fitted extremal distribution of Weissman.…