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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
An asymptotically unbiased moment estimator of a negative extreme value index

Participants in the publication
Frederico Caeiro (Author)
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2010

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Discussiones Mathematicae Probability and Statistics

Publication Identifiers
ISSN - 1509-9423,2084-0381

Publisher
Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Gora

Volume
30
Number
1

Number of pages
15
Starting page
5
Last page
19

Document Identifiers
DOI - https://doi.org/10.7151/dmps.1118
URL - http://dx.doi.org/10.7151/dmps.1118


Export

APA
Frederico Caeiro, M. Ivette Gomes, (2010). An asymptotically unbiased moment estimator of a negative extreme value index. Discussiones Mathematicae Probability and Statistics, 30, 5-19. ISSN 1509-9423,2084-0381. eISSN . http://dx.doi.org/10.7151/dmps.1118

IEEE
Frederico Caeiro, M. Ivette Gomes, "An asymptotically unbiased moment estimator of a negative extreme value index" in Discussiones Mathematicae Probability and Statistics, vol. 30, pp. 5-19, 2010. 10.7151/dmps.1118

BIBTEX
@article{44872, author = {Frederico Caeiro and M. Ivette Gomes}, title = {An asymptotically unbiased moment estimator of a negative extreme value index}, journal = {Discussiones Mathematicae Probability and Statistics}, year = 2010, pages = {5-19}, volume = 30 }