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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison

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

Date of Publication
2008

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
7th World Congress in Probability and Statistics

Publication Identifiers

Address
Singapura

Number of pages
1
Starting page
106
Last page
106


Export

APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, (2008). Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison. 7th World Congress in Probability and Statistics, 106-106

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, "Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison" in 7th World Congress in Probability and Statistics, Singapura, 2008, pp. 106-106, doi:

BIBTEX
@InProceedings{10773, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues}, title = {Semi-parametric PORT-ML and PORT-MP tail index estimators: asymptotic and finite sample comparison}, booktitle = {7th World Congress in Probability and Statistics}, year = 2008, pages = {106-106}, address = {Singapura}, publisher = {} }