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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Direct reduction of bias of the classical Hill estimator

Participants in the publication
Frederico Caeiro (Author)
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2005

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
REVSTAT - STATISTICAL JOURNAL

Publication Identifiers

Publisher
INE

Edition
INE
Volume
3
Number
2

Starting page
113
Last page
136

Document Identifiers
URL - http://www.ine.pt/revstat/pdf/rs050202.pdf

Keywords
Statistics of Extremes semi-parametric estimation bias estimation heavy tails


Export

APA
Frederico Caeiro, Maria Ivette Gomes, Dinis Pestana, (2005). Direct reduction of bias of the classical Hill estimator. REVSTAT - STATISTICAL JOURNAL, 3, 113-136. http://www.ine.pt/revstat/pdf/rs050202.pdf

IEEE
Frederico Caeiro, Maria Ivette Gomes, Dinis Pestana, "Direct reduction of bias of the classical Hill estimator" in REVSTAT - STATISTICAL JOURNAL, vol. 3, pp. 113-136, 2005.

BIBTEX
@article{10120, author = {Frederico Caeiro and Maria Ivette Gomes and Dinis Pestana}, title = {Direct reduction of bias of the classical Hill estimator}, journal = {REVSTAT - STATISTICAL JOURNAL}, year = 2005, pages = { 113-136}, volume = 3 }