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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

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

Date of Publication
2007

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Bull. Internat. Statist. Inst.

Publication Identifiers

Address
Lisboa, Portugal

Edition
ISI
Volume
LXII

Number of pages
4
Starting page
3594
Last page
3597

Document Identifiers
URL - http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3657


Export

APA
Maria Ivette Gomes, Dinis Pestana, (2007). A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator. Bull. Internat. Statist. Inst. , LXII, 3594-3597. http://isi.cbs.nl/iamamember/CD7-Lisboa2007/Bulletin-of-the-ISI-Volume-LXII-2007.pdf#page=3657

IEEE
Maria Ivette Gomes, Dinis Pestana, "A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator" in Bull. Internat. Statist. Inst. , vol. LXII, pp. 3594-3597, 2007.

BIBTEX
@article{10177, author = {Maria Ivette Gomes and Dinis Pestana}, title = {A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator}, journal = {Bull. Internat. Statist. Inst. }, year = 2007, pages = { 3594-3597}, volume = LXII }