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• W2513264319 abstract "Abstract. Bootstrap resamples can be used to investigate the tail of empirical distributions as well as return value estimates from the extremal behaviour of the sample. Specifically, the confidence intervals on return value estimates or bounds on in-sample tail statistics can be obtained using bootstrap techniques. However, non-parametric bootstrapping from the entire sample is expensive. It is shown here that it suffices to bootstrap from a small subset consisting of the highest entries in the sequence to make estimates that are essentially identical to bootstraps from the entire sample. Similarly, bootstrap estimates of confidence intervals of threshold return estimates are found to be well approximated by using a subset consisting of the highest entries. This has practical consequences in fields such as meteorology, oceanography and hydrology where return values are calculated from very large gridded model integrations spanning decades at high temporal resolution or from large ensembles of independent and identically distributed model fields. In such cases the computational savings are substantial." @default.
• W2513264319 created "2016-09-16" @default.
• W2513264319 creator A5087996157 @default.
• W2513264319 creator A5090869107 @default.
• W2513264319 date "2017-03-08" @default.
• W2513264319 modified "2023-09-24" @default.
• W2513264319 title "Efficient bootstrap estimates for tail statistics" @default.
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• W2513264319 doi "https://doi.org/10.5194/nhess-17-357-2017" @default.
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