BIBLIOS

   Ciências References Management System

Visitor Mode (Login)
Need help?


Back

Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

Participants in the publication
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 CFCUL
 Frederico Caeiro (Author)

Date of Publication
2009-02

Where published
Statistics & Probability Letters

Publication Identifiers
ISSN - 0167-7152

Publisher
Elsevier BV

Volume
79
Number
3

Number of pages
9
Starting page
295
Last page
303

Document Identifiers
DOI - https://doi.org/10.1016/j.spl.2008.08.016
URL - http://dx.doi.org/10.1016/j.spl.2008.08.016


Export

APA
M. Ivette Gomes, Dinis Pestana, Frederico Caeiro, (2009). A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator. Statistics & Probability Letters, 79, 295-303. ISSN 0167-7152. eISSN . http://dx.doi.org/10.1016/j.spl.2008.08.016

IEEE
M. Ivette Gomes, Dinis Pestana, Frederico Caeiro, "A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator" in Statistics & Probability Letters, vol. 79, pp. 295-303, 2009. 10.1016/j.spl.2008.08.016

BIBTEX
@article{44867, author = {M. Ivette Gomes and Dinis Pestana and Frederico Caeiro}, title = {A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator}, journal = {Statistics & Probability Letters}, year = 2009, pages = {295-303}, volume = 79 }