{"id":"https://openalex.org/W2914006013","doi":"https://doi.org/10.1080/03610918.2018.1563146","title":"Permutation bootstrap and the block maxima method","display_name":"Permutation bootstrap and the block maxima method","publication_year":2019,"publication_date":"2019-01-22","ids":{"openalex":"https://openalex.org/W2914006013","doi":"https://doi.org/10.1080/03610918.2018.1563146","mag":"2914006013"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2018.1563146","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1563146","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006137489","display_name":"Aline Mefleh","orcid":null},"institutions":[{"id":"https://openalex.org/I160368002","display_name":"Lebanese University","ror":"https://ror.org/05x6qnc69","country_code":"LB","type":"education","lineage":["https://openalex.org/I160368002"]},{"id":"https://openalex.org/I4387152972","display_name":"Laboratoire de Math\u00e9matiques de Besan\u00e7on","ror":"https://ror.org/04nrhwg12","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387152972","https://openalex.org/I4405256580"]}],"countries":["FR","LB"],"is_corresponding":false,"raw_author_name":"Aline Mefleh","raw_affiliation_strings":["University Bourgogne Franche-Comt\u00e9, Laboratoire de Math\u00e9matiques, de Besan\u00e7on, France;","Universit\u00e9 Libanaise, Ecole Doctorale des Sciences et de Technologie, Al Hadath, Liban"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University Bourgogne Franche-Comt\u00e9, Laboratoire de Math\u00e9matiques, de Besan\u00e7on, France;","institution_ids":["https://openalex.org/I4387152972"]},{"raw_affiliation_string":"Universit\u00e9 Libanaise, Ecole Doctorale des Sciences et de Technologie, Al Hadath, Liban","institution_ids":["https://openalex.org/I160368002"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053430615","display_name":"Romain Biard","orcid":"https://orcid.org/0000-0001-9560-4074"},"institutions":[{"id":"https://openalex.org/I4387152972","display_name":"Laboratoire de Math\u00e9matiques de Besan\u00e7on","ror":"https://ror.org/04nrhwg12","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387152972","https://openalex.org/I4405256580"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Romain Biard","raw_affiliation_strings":["University Bourgogne Franche-Comt\u00e9, Laboratoire de Math\u00e9matiques, de Besan\u00e7on, France;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University Bourgogne Franche-Comt\u00e9, Laboratoire de Math\u00e9matiques, de Besan\u00e7on, France;","institution_ids":["https://openalex.org/I4387152972"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017600653","display_name":"Cl\u00e9ment Dombry","orcid":null},"institutions":[{"id":"https://openalex.org/I4387152972","display_name":"Laboratoire de Math\u00e9matiques de Besan\u00e7on","ror":"https://ror.org/04nrhwg12","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387152972","https://openalex.org/I4405256580"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Cl\u00e9ment Dombry","raw_affiliation_strings":["University Bourgogne Franche-Comt\u00e9, Laboratoire de Math\u00e9matiques, de Besan\u00e7on, France;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University Bourgogne Franche-Comt\u00e9, Laboratoire de Math\u00e9matiques, de Besan\u00e7on, France;","institution_ids":["https://openalex.org/I4387152972"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5028789434","display_name":"Zaher Khraibani","orcid":"https://orcid.org/0000-0002-4663-7766"},"institutions":[{"id":"https://openalex.org/I160368002","display_name":"Lebanese University","ror":"https://ror.org/05x6qnc69","country_code":"LB","type":"education","lineage":["https://openalex.org/I160368002"]}],"countries":["LB"],"is_corresponding":false,"raw_author_name":"Zaher Khraibani","raw_affiliation_strings":["Universit\u00e9 Libanaise, Ecole Doctorale des Sciences et de Technologie, Al Hadath, Liban"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Libanaise, Ecole Doctorale des Sciences et de Technologie, Al Hadath, Liban","institution_ids":["https://openalex.org/I160368002"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5053430615"],"corresponding_institution_ids":["https://openalex.org/I4387152972"],"apc_list":null,"apc_paid":null,"fwci":0.5548,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.68970659,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":"50","issue":"1","first_page":"295","last_page":"311"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/permutation","display_name":"Permutation (music)","score":0.8262276649475098},{"id":"https://openalex.org/keywords/maxima","display_name":"Maxima","score":0.7789435386657715},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7693454027175903},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7616406679153442},{"id":"https://openalex.org/keywords/resampling","display_name":"Resampling","score":0.7475133538246155},{"id":"https://openalex.org/keywords/independent-and-identically-distributed-random-variables","display_name":"Independent and identically distributed random variables","score":0.6927400231361389},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6021515727043152},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.5936290621757507},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5583206415176392},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5567495822906494},{"id":"https://openalex.org/keywords/block","display_name":"Block (permutation group theory)","score":0.46343570947647095},{"id":"https://openalex.org/keywords/random-permutation","display_name":"Random permutation","score":0.41613197326660156},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.4121895432472229},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.36015164852142334},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3521152138710022},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.35106098651885986},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.2088695764541626},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.10851317644119263}],"concepts":[{"id":"https://openalex.org/C21308566","wikidata":"https://www.wikidata.org/wiki/Q7169365","display_name":"Permutation (music)","level":2,"score":0.8262276649475098},{"id":"https://openalex.org/C91528185","wikidata":"https://www.wikidata.org/wiki/Q520952","display_name":"Maxima","level":3,"score":0.7789435386657715},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7693454027175903},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7616406679153442},{"id":"https://openalex.org/C150921843","wikidata":"https://www.wikidata.org/wiki/Q1170431","display_name":"Resampling","level":2,"score":0.7475133538246155},{"id":"https://openalex.org/C141513077","wikidata":"https://www.wikidata.org/wiki/Q378542","display_name":"Independent and identically distributed random variables","level":3,"score":0.6927400231361389},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6021515727043152},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.5936290621757507},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5583206415176392},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5567495822906494},{"id":"https://openalex.org/C2777210771","wikidata":"https://www.wikidata.org/wiki/Q4927124","display_name":"Block (permutation group theory)","level":2,"score":0.46343570947647095},{"id":"https://openalex.org/C200985842","wikidata":"https://www.wikidata.org/wiki/Q3375503","display_name":"Random permutation","level":3,"score":0.41613197326660156},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.4121895432472229},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.36015164852142334},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3521152138710022},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.35106098651885986},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.2088695764541626},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.10851317644119263},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C52119013","wikidata":"https://www.wikidata.org/wiki/Q50637","display_name":"Art history","level":1,"score":0.0},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C554144382","wikidata":"https://www.wikidata.org/wiki/Q213156","display_name":"Performance art","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/03610918.2018.1563146","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1563146","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-01998521v1","is_oa":false,"landing_page_url":"https://hal.science/hal-01998521","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Communications in Statistics - Simulation and Computation, 2021, 50 (1), pp.295-311. ⟨10.1080/03610918.2018.1563146⟩","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1581376526","https://openalex.org/W1975030439","https://openalex.org/W1976025342","https://openalex.org/W1977517056","https://openalex.org/W1978662910","https://openalex.org/W1979784219","https://openalex.org/W1999952456","https://openalex.org/W2019199024","https://openalex.org/W2036983007","https://openalex.org/W2052218905","https://openalex.org/W2085204840","https://openalex.org/W2112688502","https://openalex.org/W2117897510","https://openalex.org/W2122456939","https://openalex.org/W2128290005","https://openalex.org/W2138078287","https://openalex.org/W2147502651","https://openalex.org/W2324099123","https://openalex.org/W2502254989","https://openalex.org/W2611776351","https://openalex.org/W3102182262"],"related_works":["https://openalex.org/W2736068589","https://openalex.org/W2068561269","https://openalex.org/W3113807450","https://openalex.org/W1967459107","https://openalex.org/W4294495528","https://openalex.org/W219525140","https://openalex.org/W2185051050","https://openalex.org/W157585224","https://openalex.org/W1613644779","https://openalex.org/W237562091"],"abstract_inverted_index":{"We":[0],"present":[1],"a":[2,65,91],"permutation":[3,38,61],"bootstrap":[4,39,62],"method":[5,18,51,87],"for":[6],"reducing":[7],"the":[8,13,24,37,42,45,60,69,73,86],"variance":[9,43],"of":[10,26,44,59,85],"estimation":[11],"in":[12,19,90],"so-called":[14],"block":[15],"maxima":[16],"(BM)":[17],"extreme":[20],"value":[21],"theory.":[22],"In":[23],"case":[25],"independent":[27],"and":[28,47,54,79,96],"identically":[29],"distributed":[30],"observations,":[31],"it":[32],"is":[33,52,77,88],"sensible":[34],"to":[35,40,81],"use":[36],"reduce":[41],"parameter":[46],"quantile":[48],"estimators.":[49],"The":[50,83],"analyzed":[53],"we":[55],"propose":[56],"an":[57],"implementation":[58],"based":[63,71],"on":[64,72,94],"particular":[66],"sampling":[67],"from":[68],"data":[70],"BM-ranks":[74],"whose":[75],"distribution":[76],"derived":[78],"easy":[80],"simulate.":[82],"performance":[84],"discussed":[89],"numerical":[92],"study":[93],"simulated":[95],"then":[97],"real":[98],"data.":[99]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}