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Publication details

Document type
Book chapters


Title
A heuristic data-driven choice of tuning parameters in PORT-MVRB estimation

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

Editor(s)
Fraga Alves, M.I., Gomes, M.I., de Haan, L. and Neves, C.

Date of Publication
2011

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Risk & Extreme Values in Insurance and Finance: Book of Abstracts

Publication Identifiers

Address
Lisboa

Publisher
CEAUL

Edition
CEAUL

Number of pages
4
Starting page
85
Last page
88

Document Identifiers
URL - https://www.researchgate.net/profile/Maria_Gomes17/publication/296696932_A_Heuristic_Data-driven_Choice_of_Tuning_Parameters_in_PORT-MVRB_Estimation/links/56d8adb908aebabdb40d1ece.pdf


Export

APA
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Cristina Miranda, (2011). A heuristic data-driven choice of tuning parameters in PORT-MVRB estimation. Risk & Extreme Values in Insurance and Finance: Book of Abstracts, 85-88

IEEE
Maria Ivette Gomes, Lígia Henriques-Rodrigues, Cristina Miranda, "A heuristic data-driven choice of tuning parameters in PORT-MVRB estimation" in Risk & Extreme Values in Insurance and Finance: Book of Abstracts, 2011, pp. 85-88

BIBTEX
@incollection{11582, author = {Maria Ivette Gomes and Lígia Henriques-Rodrigues and Cristina Miranda}, title = {A heuristic data-driven choice of tuning parameters in PORT-MVRB estimation}, booktitle = {Risk & Extreme Values in Insurance and Finance: Book of Abstracts}, year = 2011, pages = {85-88}, address = {Lisboa}, publisher = {CEAUL} }