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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Bias reduction and explicit semi-parametric estimation of the tail index

Participants in the publication
M.Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 M.João Martins (Author)

Date of Publication
2004-09

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of Statistical Planning and Inference

Publication Identifiers
ISSN - 0378-3758

Publisher
Elsevier BV

Volume
124
Number
2

Number of pages
18
Starting page
361
Last page
378

Document Identifiers
DOI - https://doi.org/10.1016/s0378-3758(03)00205-2
URL - http://dx.doi.org/10.1016/s0378-3758(03)00205-2


Export

APA
M.Ivette Gomes, M.João Martins, (2004). Bias reduction and explicit semi-parametric estimation of the tail index. Journal of Statistical Planning and Inference, 124, 361-378. ISSN 0378-3758. eISSN . http://dx.doi.org/10.1016/s0378-3758(03)00205-2

IEEE
M.Ivette Gomes, M.João Martins, "Bias reduction and explicit semi-parametric estimation of the tail index" in Journal of Statistical Planning and Inference, vol. 124, pp. 361-378, 2004. 10.1016/s0378-3758(03)00205-2

BIBTEX
@article{44827, author = {M.Ivette Gomes and M.João Martins}, title = {Bias reduction and explicit semi-parametric estimation of the tail index}, journal = {Journal of Statistical Planning and Inference}, year = 2004, pages = {361-378}, volume = 124 }