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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Improved reduced-bias tail index and quantile estimators

Participants in the publication
Jan Beirlant (Author)
Fernanda Figueiredo (Author)
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Björn Vandewalle (Author)

Date of Publication
2008-07

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of Statistical Planning and Inference

Publication Identifiers
ISSN - 0378-3758

Publisher
Elsevier BV

Volume
138
Number
6

Number of pages
20
Starting page
1851
Last page
1870

Document Identifiers
DOI - https://doi.org/10.1016/j.jspi.2007.07.015
URL - http://dx.doi.org/10.1016/j.jspi.2007.07.015


Export

APA
Jan Beirlant, Fernanda Figueiredo, M. Ivette Gomes, Björn Vandewalle, (2008). Improved reduced-bias tail index and quantile estimators. Journal of Statistical Planning and Inference, 138, 1851-1870. ISSN 0378-3758. eISSN . http://dx.doi.org/10.1016/j.jspi.2007.07.015

IEEE
Jan Beirlant, Fernanda Figueiredo, M. Ivette Gomes, Björn Vandewalle, "Improved reduced-bias tail index and quantile estimators" in Journal of Statistical Planning and Inference, vol. 138, pp. 1851-1870, 2008. 10.1016/j.jspi.2007.07.015

BIBTEX
@article{44863, author = {Jan Beirlant and Fernanda Figueiredo and M. Ivette Gomes and Björn Vandewalle}, title = {Improved reduced-bias tail index and quantile estimators}, journal = {Journal of Statistical Planning and Inference}, year = 2008, pages = {1851-1870}, volume = 138 }