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Publication details

Document type
Other

Document subtype
Preprint

Title
Asymptotic and Finite Sample Comparison of Two Pseudo Maximum Likelihood (ML) Tail Index Estimators

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
 CEAUL
Date of Publication
2008

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
ResearchGate preprint

Publication Identifiers

Publisher
ResearchGate

Number of pages
16

Document Identifiers
URL - https://www.researchgate.net/publication/334825418_ASYMPTOTIC_AND_FINITE_SAMPLE_COMPARI-SON_OF_TWO_PSEUDO_MAXIMUM_LIKELIHOOD_ML_TAIL_INDEX_ESTIMATORS


Export

APA
Maria Ivette Gomes, (2008). Asymptotic and Finite Sample Comparison of Two Pseudo Maximum Likelihood (ML) Tail Index Estimators

IEEE
Maria Ivette Gomes, "Asymptotic and Finite Sample Comparison of Two Pseudo Maximum Likelihood (ML) Tail Index Estimators", 2008

BIBTEX
@misc{51239, author = {Maria Ivette Gomes}, title = {Asymptotic and Finite Sample Comparison of Two Pseudo Maximum Likelihood (ML) Tail Index Estimators}, year = 2008 }