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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Tail index and second order parameters' semi-parametric estimation based on the log-excesses

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Lígia Henriques-Rodrigues (Author)
Hugo Pereira (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2010

Where published
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Publication Identifiers
ISSN - 0094-9655

Publisher
TAYLOR & FRANCIS

Volume
80
Number
6

Number of pages
14
Starting page
653
Last page
666

Document Identifiers
DOI - https://doi.org/10.1080/00949650902755178

Keywords
statistics of extremes heavy tails log-excesses semi-parametric estimation maximum likelihood survival analysis Monte Carlo simulation


Export

APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Hugo Pereira, Dinis Pestana, (2010). Tail index and second order parameters' semi-parametric estimation based on the log-excesses. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 80, 653-666. ISSN 0094-9655. eISSN .

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Hugo Pereira, Dinis Pestana, "Tail index and second order parameters' semi-parametric estimation based on the log-excesses" in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol. 80, pp. 653-666, 2010. 10.1080/00949650902755178

BIBTEX
@article{11306, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues and Hugo Pereira and Dinis Pestana}, title = {Tail index and second order parameters' semi-parametric estimation based on the log-excesses}, journal = {JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION}, year = 2010, pages = {653-666}, volume = 80 }