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Estimação de viés reduzido de probabilidades de excedência de níveis elevados

Title
Estimação de viés reduzido de probabilidades de excedência de níveis elevados
Type
Summary of Presentation in a National Conference
Year
2006
Authors
Fernanda Figueiredo
(Author)
FEP
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Gomes, M.I.
(Author)
Other
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Vandewalle, B.
(Author)
Other
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Other information
Type (Professor's evaluation): Scientific
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Reduced bias estimators of high quantiles and small exceedance probabilities for heavy tailed models (2006)
Summary of Presentation in an International Conference
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Estimadores de viés reduzido para a probabilidade de excedência de um nível elevado. (2007)
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Fernanda Figueiredo; Vandewalle, B.; Gomes, M.I.
A Simple Reduced Bias "Maximum Likelihood" Tail Index Estimator. (2006)
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Jan Beirlant; Fernanda Figueiredo; Gomes, M.I.; Vandewalle, B.
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