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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Minimum-variance reduced-bias estimation of the extreme value index: a theoretical and empirical study

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

Scope
International

Refereeing
Yes

Date of Publication
2020-04-07

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Computational and Mathematical Methods

Publication Identifiers
ISSN - 2577-7408

Publisher
Wiley

Document Identifiers
DOI - https://doi.org/10.1002/cmm4.1101
URL - http://dx.doi.org/10.1002/cmm4.1101


Export

APA
Frederico Caeiro, Lígia Henriques-Rodrigues, M. Ivette Gomes, Ivanilda Cabral, (2020). Minimum-variance reduced-bias estimation of the extreme value index: a theoretical and empirical study. Computational and Mathematical Methods, ISSN 2577-7408. eISSN . http://dx.doi.org/10.1002/cmm4.1101

IEEE
Frederico Caeiro, Lígia Henriques-Rodrigues, M. Ivette Gomes, Ivanilda Cabral, "Minimum-variance reduced-bias estimation of the extreme value index: a theoretical and empirical study" in Computational and Mathematical Methods, 2020. 10.1002/cmm4.1101

BIBTEX
@article{44814, author = {Frederico Caeiro and Lígia Henriques-Rodrigues and M. Ivette Gomes and Ivanilda Cabral}, title = {Minimum-variance reduced-bias estimation of the extreme value index: a theoretical and empirical study}, journal = {Computational and Mathematical Methods}, year = 2020, }