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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
The link between the excesses over a high threshold and the shifted Hill estimator

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Fernanda Figueiredo (Author)
Lígia Henriques-Rodrigues (Author)

Date of Publication
2007

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Bull. Internat. Statist. Inst

Publication Identifiers

Address
The Hague, Netherlands

Edition
ISI
Volume
LXII

Number of pages
4
Starting page
3590
Last page
3593

Document Identifiers
URL - http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3653


Export

APA
Maria Ivette Gomes, Fernanda Figueiredo, Lígia Henriques-Rodrigues, (2007). The link between the excesses over a high threshold and the shifted Hill estimator. Bull. Internat. Statist. Inst, LXII, 3590-3593. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3653

IEEE
Maria Ivette Gomes, Fernanda Figueiredo, Lígia Henriques-Rodrigues, "The link between the excesses over a high threshold and the shifted Hill estimator" in Bull. Internat. Statist. Inst, vol. LXII, pp. 3590-3593, 2007.

BIBTEX
@article{10172, author = {Maria Ivette Gomes and Fernanda Figueiredo and Lígia Henriques-Rodrigues}, title = {The link between the excesses over a high threshold and the shifted Hill estimator}, journal = {Bull. Internat. Statist. Inst}, year = 2007, pages = { 3590-3593}, volume = LXII }