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Publication details

Document type
Other

Document subtype
Preprint

Title
An Efficient Naive Generalization of the Hill Estimator—Discrepancy between Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 02/2016)

Participants in the publication
Helena Penalva (Author)
Frederico Caeiro (Author)
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL
M. Manuela Neves (Author)

Date of Publication
2016

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Notas e Comunicações CEAUL 02/2016

Publication Identifiers

Address
Lisboa, Portugal

Edition
CEAUL

Number of pages
50


Export

APA
Helena Penalva, Frederico Caeiro, Maria Ivette Gomes, M. Manuela Neves, (2016). An Efficient Naive Generalization of the Hill Estimator—Discrepancy between Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 02/2016)

IEEE
Helena Penalva, Frederico Caeiro, Maria Ivette Gomes, M. Manuela Neves, "An Efficient Naive Generalization of the Hill Estimator—Discrepancy between Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 02/2016)", 2016

BIBTEX
@misc{46460, author = {Helena Penalva and Frederico Caeiro and Maria Ivette Gomes and M. Manuela Neves}, title = {An Efficient Naive Generalization of the Hill Estimator—Discrepancy between Asymptotic and Finite Sample Behaviour (Notas e Comunicações CEAUL 02/2016)}, year = 2016 }