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Publication details

Document type
Conference papers

Document subtype
Full paper

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

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Scope
International

Refereeing
Yes

Date of Publication
2011

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Event
ISI Proccedings: 58th ISI World Statistical Congress

Publication Identifiers

Address
Dublin

Edition
ISI

Number of pages
6

Document Identifiers
URL - http://2011.isiproceedings.org/papers/950425.pdf


Export

APA
Maria Ivette Gomes, Dinis Pestana, (2011). A note on the adaptive choice of the optimal threshold in extreme value analysis. ISI Proccedings: 58th ISI World Statistical Congress, -

IEEE
Maria Ivette Gomes, Dinis Pestana, "A note on the adaptive choice of the optimal threshold in extreme value analysis" in ISI Proccedings: 58th ISI World Statistical Congress, Dublin, 2011, pp. -, doi:

BIBTEX
@InProceedings{11515, author = {Maria Ivette Gomes and Dinis Pestana}, title = {A note on the adaptive choice of the optimal threshold in extreme value analysis}, booktitle = {ISI Proccedings: 58th ISI World Statistical Congress}, year = 2011, pages = {-}, address = {Dublin}, publisher = {} }