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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Location-invariant reduced-bias tail index estimation under a third-order framework

Participants in the publication
Lígia Henriques-Rodrigues (Author)
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2017-07-21

Where published
Journal of Statistical Theory and Practice

Publication Identifiers
ISSN - 1559-8608

Publisher
Springer Nature

Volume
12
Number
2

Starting page
206
Last page
230

Document Identifiers
DOI - https://doi.org/10.1080/15598608.2017.1342577
URL - http://dx.doi.org/10.1080/15598608.2017.1342577

Rankings
SCIMAGO Q4 (2017) - 0.312 - Statistics and Probability


Export

APA
Lígia Henriques-Rodrigues, M. Ivette Gomes, (2017). Location-invariant reduced-bias tail index estimation under a third-order framework. Journal of Statistical Theory and Practice, 12, 206-230. ISSN 1559-8608. eISSN . http://dx.doi.org/10.1080/15598608.2017.1342577

IEEE
Lígia Henriques-Rodrigues, M. Ivette Gomes, "Location-invariant reduced-bias tail index estimation under a third-order framework" in Journal of Statistical Theory and Practice, vol. 12, pp. 206-230, 2017. 10.1080/15598608.2017.1342577

BIBTEX
@article{38057, author = {Lígia Henriques-Rodrigues and M. Ivette Gomes}, title = {Location-invariant reduced-bias tail index estimation under a third-order framework}, journal = {Journal of Statistical Theory and Practice}, year = 2017, pages = {206-230}, volume = 12 }