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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Bias reduction of a tail index estimator through an external estimation of the second-order parameter

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Frederico Caeiro (Author)
Fernanda Figueiredo (Author)

Date of Publication
2004-12

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Statistics: A Journal of Theoretical and Applied Statistics

Publication Identifiers
ISSN - 0233-1888,1029-4910

Publisher
Informa UK Limited

Volume
38
Number
6

Number of pages
13
Starting page
497
Last page
510

Document Identifiers
DOI - https://doi.org/10.1080/02331880412331284304
URL - http://dx.doi.org/10.1080/02331880412331284304


Export

APA
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, (2004). Bias reduction of a tail index estimator through an external estimation of the second-order parameter. Statistics: A Journal of Theoretical and Applied Statistics, 38, 497-510. ISSN 0233-1888,1029-4910. eISSN . http://dx.doi.org/10.1080/02331880412331284304

IEEE
M. Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, "Bias reduction of a tail index estimator through an external estimation of the second-order parameter" in Statistics: A Journal of Theoretical and Applied Statistics, vol. 38, pp. 497-510, 2004. 10.1080/02331880412331284304

BIBTEX
@article{44824, author = {M. Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo}, title = {Bias reduction of a tail index estimator through an external estimation of the second-order parameter}, journal = {Statistics: A Journal of Theoretical and Applied Statistics}, year = 2004, pages = {497-510}, volume = 38 }