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Publication details

Document type
Book chapters


Title
Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index

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

Editor(s)
A. Pacheco, R. Santos, M.R. Oliveira, C.D. Paulino

Date of Publication
2014

Where published
New Advances in Statistical Modeling and Applications,Studies in Theoretical and Applied Statistics

Publication Identifiers
ISSN - 2194-7767,2194-7775
ISBN - 9783319053226,9783319053233

Publisher
Springer International Publishing

Edition
Springer

Number of pages
8
Starting page
145
Last page
153

Document Identifiers
DOI - https://doi.org/10.1007/978-3-319-05323-3_14
URL - http://dx.doi.org/10.1007/978-3-319-05323-3_14


Export

APA
Lígia Henriques-Rodrigues, M. Ivette Gomes, (2014). Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index. New Advances in Statistical Modeling and Applications,Studies in Theoretical and Applied Statistics, 145-153

IEEE
Lígia Henriques-Rodrigues, M. Ivette Gomes, "Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index" in New Advances in Statistical Modeling and Applications,Studies in Theoretical and Applied Statistics, 2014, pp. 145-153

BIBTEX
@incollection{44800, author = {Lígia Henriques-Rodrigues and M. Ivette Gomes}, title = {Peaks Over Random Threshold Asymptotically Best Linear Estimation of the Extreme Value Index}, booktitle = {New Advances in Statistical Modeling and Applications,Studies in Theoretical and Applied Statistics}, year = 2014, pages = {145-153}, address = {}, publisher = {Springer International Publishing} }