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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Laurens de Haan (Author)
Lígia Henriques Rodrigues (Author)

Date of Publication
2008

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Publication Identifiers
ISSN - 1369-7412,1467-9868

Publisher
Wiley

Volume
70
Number
1

Number of pages
22
Starting page
31
Last page
52

Document Identifiers
DOI - https://doi.org/10.1111/j.1467-9868.2007.00620.x
URL - http://dx.doi.org/10.1111/j.1467-9868.2007.00620.x


Export

APA
M. Ivette Gomes, Laurens de Haan, Lígia Henriques Rodrigues, (2008). Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70, 31-52. ISSN 1369-7412,1467-9868. eISSN . http://dx.doi.org/10.1111/j.1467-9868.2007.00620.x

IEEE
M. Ivette Gomes, Laurens de Haan, Lígia Henriques Rodrigues, "Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses" in Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 70, pp. 31-52, 2008. 10.1111/j.1467-9868.2007.00620.x

BIBTEX
@article{44859, author = {M. Ivette Gomes and Laurens de Haan and Lígia Henriques Rodrigues}, title = {Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses}, journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)}, year = 2008, pages = {31-52}, volume = 70 }