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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Bias reduction in risk modelling: Semi-parametric quantile estimation

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

Date of Publication
2006-09

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Test

Publication Identifiers
ISSN - 1133-0686,1863-8260

Publisher
Springer Science and Business Media LLC

Volume
15
Number
2

Number of pages
21
Starting page
375
Last page
396

Document Identifiers
DOI - https://doi.org/10.1007/bf02607058
URL - http://dx.doi.org/10.1007/bf02607058


Export

APA
M. Ivette Gomes, Fernanda Figueiredo, (2006). Bias reduction in risk modelling: Semi-parametric quantile estimation. Test, 15, 375-396. ISSN 1133-0686,1863-8260. eISSN . http://dx.doi.org/10.1007/bf02607058

IEEE
M. Ivette Gomes, Fernanda Figueiredo, "Bias reduction in risk modelling: Semi-parametric quantile estimation" in Test, vol. 15, pp. 375-396, 2006. 10.1007/bf02607058

BIBTEX
@article{44853, author = {M. Ivette Gomes and Fernanda Figueiredo}, title = {Bias reduction in risk modelling: Semi-parametric quantile estimation}, journal = {Test}, year = 2006, pages = {375-396}, volume = 15 }