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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Reduced bias estimation of high quantiles and small exceedance probabilities for heavy tailed models

Participants in the publication
Bjorn Vandewalle (Author)
Fernanda Figueiredo (Author)
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL

Editor(s)
L. Grilo

Date of Publication
2006

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
SCRA 2006 / FIM XIII

Publication Identifiers

Address
Tomar, Portugal

Edition
SCRA

Number of pages
1

Document Identifiers
URL - http://at.yorku.ca/c/a/t/j/51.htm


Export

APA
Bjorn Vandewalle, Fernanda Figueiredo, Maria Ivette Gomes, (2006). Reduced bias estimation of high quantiles and small exceedance probabilities for heavy tailed models. SCRA 2006 / FIM XIII, -

IEEE
Bjorn Vandewalle, Fernanda Figueiredo, Maria Ivette Gomes, "Reduced bias estimation of high quantiles and small exceedance probabilities for heavy tailed models" in SCRA 2006 / FIM XIII, Tomar, Portugal, 2006, pp. -, doi:

BIBTEX
@InProceedings{11216, author = {Bjorn Vandewalle and Fernanda Figueiredo and Maria Ivette Gomes}, title = {Reduced bias estimation of high quantiles and small exceedance probabilities for heavy tailed models}, booktitle = {SCRA 2006 / FIM XIII}, year = 2006, pages = {-}, address = {Tomar, Portugal}, publisher = {} }