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APA
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, (2020). Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application. Journal of Statistical Computation and Simulation, 90, 1735-1752. ISSN 0094-9655,1563-5163. eISSN . http://dx.doi.org/10.1080/00949655.2020.1746787
IEEE
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, "Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application" in Journal of Statistical Computation and Simulation, vol. 90, pp. 1735-1752, 2020.
10.1080/00949655.2020.1746787
BIBTEX
@article{44815,
author = {M. Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Lígia Henriques-Rodrigues and Dinis Pestana},
title = {Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application},
journal = {Journal of Statistical Computation and Simulation},
year = 2020,
pages = {1735-1752},
volume = 90
}