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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
PORT-ML, PORT-MP and Other Classical Tail Index Estimators: Asymptotic Comparison at Optimal Levels

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

Editor(s)
Zaiats, V.

Date of Publication
2008

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
Barcelona Conference on Asymptotic Statistics

Publication Identifiers

Address
Barcelona

Number of pages
3
Starting page
67
Last page
69


Export

APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, (2008). PORT-ML, PORT-MP and Other Classical Tail Index Estimators: Asymptotic Comparison at Optimal Levels. Barcelona Conference on Asymptotic Statistics, 67-69

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, "PORT-ML, PORT-MP and Other Classical Tail Index Estimators: Asymptotic Comparison at Optimal Levels" in Barcelona Conference on Asymptotic Statistics, Barcelona, 2008, pp. 67-69, doi:

BIBTEX
@InProceedings{10774, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues}, title = {PORT-ML, PORT-MP and Other Classical Tail Index Estimators: Asymptotic Comparison at Optimal Levels}, booktitle = {Barcelona Conference on Asymptotic Statistics}, year = 2008, pages = {67-69}, address = {Barcelona}, publisher = {} }