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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A class of asymptotically unbiased semi-parametric estimators of the tail index

Participants in the publication
Frederico Caeiro (Author)
M. Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2002-12

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Test

Publication Identifiers
ISSN - 1133-0686,1863-8260

Publisher
Springer Science and Business Media LLC

Volume
11
Number
2

Number of pages
20
Starting page
345
Last page
364

Document Identifiers
DOI - https://doi.org/10.1007/bf02595711
URL - http://dx.doi.org/10.1007/bf02595711


Export

APA
Frederico Caeiro, M. Ivette Gomes, (2002). A class of asymptotically unbiased semi-parametric estimators of the tail index. Test, 11, 345-364. ISSN 1133-0686,1863-8260. eISSN . http://dx.doi.org/10.1007/bf02595711

IEEE
Frederico Caeiro, M. Ivette Gomes, "A class of asymptotically unbiased semi-parametric estimators of the tail index" in Test, vol. 11, pp. 345-364, 2002. 10.1007/bf02595711

BIBTEX
@article{44937, author = {Frederico Caeiro and M. Ivette Gomes}, title = {A class of asymptotically unbiased semi-parametric estimators of the tail index}, journal = {Test}, year = 2002, pages = {345-364}, volume = 11 }