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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Comparison of tail index estimators in dependent structures

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Cristina Miranda (Author)

Date of Publication
2007

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Bull. Internat. Statist. Inst.

Publication Identifiers

Volume
LXII

Number of pages
4
Starting page
3618
Last page
3621

Document Identifiers
URL - http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3681


Export

APA
Maria Ivette Gomes, Cristina Miranda, (2007). Comparison of tail index estimators in dependent structures. Bull. Internat. Statist. Inst., LXII, 3618-3621. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3681

IEEE
Maria Ivette Gomes, Cristina Miranda, "Comparison of tail index estimators in dependent structures" in Bull. Internat. Statist. Inst., vol. LXII, pp. 3618-3621, 2007.

BIBTEX
@article{10174, author = {Maria Ivette Gomes and Cristina Miranda}, title = {Comparison of tail index estimators in dependent structures}, journal = {Bull. Internat. Statist. Inst.}, year = 2007, pages = { 3618-3621}, volume = LXII }