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Publication details

Document type
Book chapters


Title
Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators

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

Editor(s)
J. Lita da Silva, F. Caeiro, I. Natário, C.A. Braumann

Date of Publication
2013

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Studies in Theoretical and Applied Statistics,Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

Publication Identifiers
ISSN - 2194-7767,2194-7775
ISBN - 9783642349034,9783642349041

Address
Berlin, Germany

Publisher
Springer Berlin Heidelberg

Edition
Springer

Number of pages
8
Starting page
83
Last page
91

Document Identifiers
DOI - https://doi.org/10.1007/978-3-642-34904-1_8
URL - http://dx.doi.org/10.1007/978-3-642-34904-1_8


Export

APA
Frederico Caeiro, M. Ivette Gomes, (2013). Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators. Studies in Theoretical and Applied Statistics,Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, 83-91

IEEE
Frederico Caeiro, M. Ivette Gomes, "Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators" in Studies in Theoretical and Applied Statistics,Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, 2013, pp. 83-91

BIBTEX
@incollection{44804, author = {Frederico Caeiro and M. Ivette Gomes}, title = {Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators}, booktitle = {Studies in Theoretical and Applied Statistics,Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications}, year = 2013, pages = {83-91}, address = {Berlin, Germany}, publisher = {Springer Berlin Heidelberg} }