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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold

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

Date of Publication
2008-03-30

Where published
Extremes

Publication Identifiers
ISSN - 1386-1999,1572-915X

Publisher
Springer Science and Business Media LLC

Volume
11
Number
3

Number of pages
26
Starting page
303
Last page
328

Document Identifiers
DOI - https://doi.org/10.1007/s10687-008-0059-1
URL - http://dx.doi.org/10.1007/s10687-008-0059-1


Export

APA
M. Ivette Gomes, Lígia Henriques Rodrigues, (2008). Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold. Extremes, 11, 303-328. ISSN 1386-1999,1572-915X. eISSN . http://dx.doi.org/10.1007/s10687-008-0059-1

IEEE
M. Ivette Gomes, Lígia Henriques Rodrigues, "Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold" in Extremes, vol. 11, pp. 303-328, 2008. 10.1007/s10687-008-0059-1

BIBTEX
@article{44866, author = {M. Ivette Gomes and Lígia Henriques Rodrigues}, title = {Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold}, journal = {Extremes}, year = 2008, pages = {303-328}, volume = 11 }