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Publication details

Document type
Conference papers

Document subtype
Full paper

Title
On the selection of the tuning parameter of a moment estimator of the extreme value index

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

Scope
International

Refereeing
Yes

Editor(s)
T.E. Simos, G. Psihoyios, Ch. Tsitouras & Z. Anastassi

Date of Publication
2013

Event
AIP Conferecence Proceedings

Publication Identifiers

Address
Rhodes, Greece

Publisher
AIP

Number of pages
4
Starting page
801
Last page
804

Document Identifiers
DOI - https://doi.org/10.1063/1.4825616
URL - http://dx.doi.org/10.1063/1.4825616


Export

APA
Frederico Caeiro, M. Ivette Gomes, (2013). On the selection of the tuning parameter of a moment estimator of the extreme value index. AIP Conferecence Proceedings, 801-804

IEEE
Frederico Caeiro, M. Ivette Gomes, "On the selection of the tuning parameter of a moment estimator of the extreme value index" in AIP Conferecence Proceedings, Rhodes, Greece, 2013, pp. 801-804, doi: 10.1063/1.4825616

BIBTEX
@InProceedings{44845, author = {Frederico Caeiro and M. Ivette Gomes}, title = {On the selection of the tuning parameter of a moment estimator of the extreme value index}, booktitle = {AIP Conferecence Proceedings}, year = 2013, pages = {801-804}, address = {Rhodes, Greece}, publisher = {AIP} }