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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A simple generalisation of the Hill estimator

Participants in the publication
M. Fátima Brilhante (Author)
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
 Dinis Pestana (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2013-01

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Computational Statistics & Data Analysis

Publication Identifiers
ISSN - 0167-9473

Publisher
Elsevier BV

Volume
57
Number
1

Number of pages
18
Starting page
518
Last page
535

Document Identifiers
DOI - https://doi.org/10.1016/j.csda.2012.07.019
URL - http://dx.doi.org/10.1016/j.csda.2012.07.019


Export

APA
M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana, (2013). A simple generalisation of the Hill estimator. Computational Statistics & Data Analysis, 57, 518-535. ISSN 0167-9473. eISSN . http://dx.doi.org/10.1016/j.csda.2012.07.019

IEEE
M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana, "A simple generalisation of the Hill estimator" in Computational Statistics & Data Analysis, vol. 57, pp. 518-535, 2013. 10.1016/j.csda.2012.07.019

BIBTEX
@article{44879, author = {M. Fátima Brilhante and M. Ivette Gomes and Dinis Pestana}, title = {A simple generalisation of the Hill estimator}, journal = {Computational Statistics & Data Analysis}, year = 2013, pages = {518-535}, volume = 57 }