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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A simple second-order reduced bias’ tail index 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
2007-06

Where published
Journal of Statistical Computation and Simulation

Publication Identifiers
ISSN - 0094-9655,1563-5163

Publisher
Informa UK Limited

Volume
77
Number
6

Number of pages
15
Starting page
487
Last page
502

Document Identifiers
DOI - https://doi.org/10.1080/10629360500282239
URL - http://dx.doi.org/10.1080/10629360500282239


Export

APA
M. Ivette Gomes, Dinis Pestana, (2007). A simple second-order reduced bias’ tail index estimator. Journal of Statistical Computation and Simulation, 77, 487-502. ISSN 0094-9655,1563-5163. eISSN . http://dx.doi.org/10.1080/10629360500282239

IEEE
M. Ivette Gomes, Dinis Pestana, "A simple second-order reduced bias’ tail index estimator" in Journal of Statistical Computation and Simulation, vol. 77, pp. 487-502, 2007. 10.1080/10629360500282239

BIBTEX
@article{44858, author = {M. Ivette Gomes and Dinis Pestana}, title = {A simple second-order reduced bias’ tail index estimator}, journal = {Journal of Statistical Computation and Simulation}, year = 2007, pages = {487-502}, volume = 77 }