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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A heuristic adaptive choice of the threshold for bias-corrected Hill estimators

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Lígia Rodrigues (Author)
Björn Vandewalle (Author)
Clara Viseu (Author)

Date of Publication
2008-02

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of Statistical Computation and Simulation

Publication Identifiers
ISSN - 0094-9655,1563-5163

Publisher
Informa UK Limited

Volume
78
Number
2

Number of pages
18
Starting page
133
Last page
150

Document Identifiers
DOI - https://doi.org/10.1080/10629360600954000
URL - http://dx.doi.org/10.1080/10629360600954000


Export

APA
M. Ivette Gomes, Lígia Rodrigues, Björn Vandewalle, Clara Viseu, (2008). A heuristic adaptive choice of the threshold for bias-corrected Hill estimators. Journal of Statistical Computation and Simulation, 78, 133-150. ISSN 0094-9655,1563-5163. eISSN . http://dx.doi.org/10.1080/10629360600954000

IEEE
M. Ivette Gomes, Lígia Rodrigues, Björn Vandewalle, Clara Viseu, "A heuristic adaptive choice of the threshold for bias-corrected Hill estimators" in Journal of Statistical Computation and Simulation, vol. 78, pp. 133-150, 2008. 10.1080/10629360600954000

BIBTEX
@article{44861, author = {M. Ivette Gomes and Lígia Rodrigues and Björn Vandewalle and Clara Viseu}, title = {A heuristic adaptive choice of the threshold for bias-corrected Hill estimators}, journal = {Journal of Statistical Computation and Simulation}, year = 2008, pages = {133-150}, volume = 78 }