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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
}