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Publication details

Document type
Journal articles

Document subtype
Letter to the editor

Title
ERRATUM: "A sturdy reduced-bias extreme quantile (VaR) estimator"

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Laurens de Haan (Author)
Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
CEAUL

Date of Publication
2009-06

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of the American Statistical Association

Publication Identifiers
ISSN - 0162-1459,1537-274X

Publisher
Informa UK Limited

Volume
104
Number
486

Number of pages
1
Starting page
872
Last page
872

Document Identifiers
DOI - https://doi.org/10.1198/jasa.2009.0140
URL - http://dx.doi.org/10.1198/jasa.2009.0140


Export

APA
Maria Ivette Gomes, Laurens de Haan, Dinis Pestana, (2009). ERRATUM: "A sturdy reduced-bias extreme quantile (VaR) estimator". Journal of the American Statistical Association, 104, 872-872. ISSN 0162-1459,1537-274X. eISSN . http://dx.doi.org/10.1198/jasa.2009.0140

IEEE
Maria Ivette Gomes, Laurens de Haan, Dinis Pestana, "ERRATUM: "A sturdy reduced-bias extreme quantile (VaR) estimator"" in Journal of the American Statistical Association, vol. 104, pp. 872-872, 2009. 10.1198/jasa.2009.0140

BIBTEX
@article{44870, author = {Maria Ivette Gomes and Laurens de Haan and Dinis Pestana}, title = {ERRATUM: "A sturdy reduced-bias extreme quantile (VaR) estimator"}, journal = {Journal of the American Statistical Association}, year = 2009, pages = {872-872}, volume = 104 }