This is a preview. Log in through your library . Abstract It is well-know that for heavy-tailed distributions the bootstrap can lead to inconsistent estimation of the distribution of the sample mean; ...

We examine the way in which empirical bandwidth choice affects distributional properties of nonparametric density estimators. Two bandwidth selection methods are considered in detail: local and global ...

Estimating the likelihood of catastrophic events, and particularly terrorist attacks, is extremely important. But in general, these catastrophes are outliers in whatever situation we are looking at.