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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?

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

Date of Publication
2010

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
DISCUSSIONES MATHEMATICAE PROBABILITY AND STOCHASTICS

Publication Identifiers
ISSN - 1509-9423

Publisher
Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora

Volume
30
Number
1

Number of pages
17
Starting page
35
Last page
51

Document Identifiers
DOI - https://doi.org/10.7151/dmps.1120


Export

APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, (2010). Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?. DISCUSSIONES MATHEMATICAE PROBABILITY AND STOCHASTICS, 30, 35-51. ISSN 1509-9423. eISSN .

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, "Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?" in DISCUSSIONES MATHEMATICAE PROBABILITY AND STOCHASTICS, vol. 30, pp. 35-51, 2010. 10.7151/dmps.1120

BIBTEX
@article{11308, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues}, title = {Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?}, journal = {DISCUSSIONES MATHEMATICAE PROBABILITY AND STOCHASTICS}, year = 2010, pages = {35-51}, volume = 30 }