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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Minimum-variance reduced-bias tail index and high quantile estimation

Participants in the publication
Caeiro, F. (Author)
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2008

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
REVSTAT - STATISTICAL JOURNAL

Publication Identifiers

Address
Lisboa, Portugal

Edition
INE
Volume
6
Number
1

Number of pages
20
Starting page
1
Last page
20

Document Identifiers
URL - http://www.ine.pt/revstat/pdf/rs080101.pdf


Export

APA
Caeiro, F., Maria Ivette Gomes, (2008). Minimum-variance reduced-bias tail index and high quantile estimation. REVSTAT - STATISTICAL JOURNAL, 6, 1-20. http://www.ine.pt/revstat/pdf/rs080101.pdf

IEEE
Caeiro, F., Maria Ivette Gomes, "Minimum-variance reduced-bias tail index and high quantile estimation" in REVSTAT - STATISTICAL JOURNAL, vol. 6, pp. 1-20, 2008.

BIBTEX
@article{10207, author = {Caeiro, F. and Maria Ivette Gomes}, title = {Minimum-variance reduced-bias tail index and high quantile estimation}, journal = {REVSTAT - STATISTICAL JOURNAL}, year = 2008, pages = { 1-20}, volume = 6 }