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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Reduced-bias tail index estimators under a third-order framework

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

Date of Publication
2009-03-24

Institution
UNIVERSIDADE DE LISBOA

Where published
Communications in Statistics - Theory and Methods

Publication Identifiers
ISSN - 0361-0926,1532-415X

Publisher
Informa UK Limited

Volume
38
Number
7

Number of pages
22
Starting page
1019
Last page
1040

Document Identifiers
DOI - https://doi.org/10.1080/03610920802361415
URL - http://dx.doi.org/10.1080/03610920802361415


Export

APA
Frederico Caeiro, M. Ivette Gomes, Lígia Henriques Rodrigues, (2009). Reduced-bias tail index estimators under a third-order framework. Communications in Statistics - Theory and Methods, 38, 1019-1040. ISSN 0361-0926,1532-415X. eISSN . http://dx.doi.org/10.1080/03610920802361415

IEEE
Frederico Caeiro, M. Ivette Gomes, Lígia Henriques Rodrigues, "Reduced-bias tail index estimators under a third-order framework" in Communications in Statistics - Theory and Methods, vol. 38, pp. 1019-1040, 2009. 10.1080/03610920802361415

BIBTEX
@article{44868, author = {Frederico Caeiro and M. Ivette Gomes and Lígia Henriques Rodrigues}, title = {Reduced-bias tail index estimators under a third-order framework}, journal = {Communications in Statistics - Theory and Methods}, year = 2009, pages = {1019-1040}, volume = 38 }