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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Peaks over random threshold methododlogy for tail index and high quantile estimation

Participants in the publication
Araújo Santos, P. (Author)
Fraga Alves, M.I. (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2006

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
REVSTAT - STATISTICAL JOURNAL

Publication Identifiers

Address
Lisboa, Portugal

Edition
INE
Volume
4
Number
3

Number of pages
21
Starting page
227
Last page
247

Document Identifiers
URL - http://www.ine.pt/revstat/pdf/rs060303.pdf


Export

APA
Araújo Santos, P., Fraga Alves, M.I., Maria Ivette Gomes, (2006). Peaks over random threshold methododlogy for tail index and high quantile estimation. REVSTAT - STATISTICAL JOURNAL, 4, 227-247. http://www.ine.pt/revstat/pdf/rs060303.pdf

IEEE
Araújo Santos, P., Fraga Alves, M.I., Maria Ivette Gomes, "Peaks over random threshold methododlogy for tail index and high quantile estimation" in REVSTAT - STATISTICAL JOURNAL, vol. 4, pp. 227-247, 2006.

BIBTEX
@article{10134, author = {Araújo Santos, P. and Fraga Alves, M.I. and Maria Ivette Gomes}, title = {Peaks over random threshold methododlogy for tail index and high quantile estimation}, journal = {REVSTAT - STATISTICAL JOURNAL}, year = 2006, pages = { 227-247}, volume = 4 }