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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 M. João Martins (Author)

Date of Publication
2002

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
EXTREMES

Publication Identifiers

Volume
5
Number
1

Number of pages
27
Starting page
5
Last page
31

Document Identifiers
URL - http://link.springer.com/article/10.1023%2FA%3A1020925908039
DOI - https://doi.org/10.1023/A:1020925908039


Export

APA
M. Ivette Gomes, M. João Martins, (2002). Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter. EXTREMES, 5, 5-31. ISSN 0. eISSN . http://link.springer.com/article/10.1023%2FA%3A1020925908039

IEEE
M. Ivette Gomes, M. João Martins, "Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter" in EXTREMES, vol. 5, pp. 5-31, 2002. 10.1023/A:1020925908039

BIBTEX
@article{10069, author = {M. Ivette Gomes and M. João Martins}, title = {Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter}, journal = {EXTREMES}, year = 2002, pages = { 5-31}, volume = 5 }