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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A sturdy reduced-bias extreme quantile (VaR) estimator

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 CFCUL
Date of Publication
2007-03

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of the American Statistical Association

Publication Identifiers
ISSN - 0162-1459,1537-274X

Publisher
Informa UK Limited

Volume
102
Number
477

Number of pages
13
Starting page
280
Last page
292

Document Identifiers
DOI - https://doi.org/10.1198/016214506000000799
URL - http://dx.doi.org/10.1198/016214506000000799


Export

APA
M. Ivette Gomes, Dinis Pestana, (2007). A sturdy reduced-bias extreme quantile (VaR) estimator. Journal of the American Statistical Association, 102, 280-292. ISSN 0162-1459,1537-274X. eISSN . http://dx.doi.org/10.1198/016214506000000799

IEEE
M. Ivette Gomes, Dinis Pestana, "A sturdy reduced-bias extreme quantile (VaR) estimator" in Journal of the American Statistical Association, vol. 102, pp. 280-292, 2007. 10.1198/016214506000000799

BIBTEX
@article{44857, author = {M. Ivette Gomes and Dinis Pestana}, title = {A sturdy reduced-bias extreme quantile (VaR) estimator}, journal = {Journal of the American Statistical Association}, year = 2007, pages = {280-292}, volume = 102 }