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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A note on the adaptive choice of the optimal threshold in extreme value analysis

Participants in the publication
Gomes, M.I. & D. Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2011

Where published
BULLETIN OF THE INTERNATIONAL STATISTICAL INSTITUTE

Publication Identifiers

Volume
LXIV


Export

APA
Gomes, M.I. & D. Pestana, (2011). A note on the adaptive choice of the optimal threshold in extreme value analysis. BULLETIN OF THE INTERNATIONAL STATISTICAL INSTITUTE, LXIV,

IEEE
Gomes, M.I. & D. Pestana, "A note on the adaptive choice of the optimal threshold in extreme value analysis" in BULLETIN OF THE INTERNATIONAL STATISTICAL INSTITUTE, vol. LXIV, 2011.

BIBTEX
@article{11442, author = {Gomes, M.I. & D. Pestana}, title = {A note on the adaptive choice of the optimal threshold in extreme value analysis}, journal = {BULLETIN OF THE INTERNATIONAL STATISTICAL INSTITUTE}, year = 2011, volume = LXIV }