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Estimadores de viés reduzido para a probabilidade de excedência de um nível elevado.
Title
Estimadores de viés reduzido para a probabilidade de excedência de um nível elevado.
Type
Chapter or Part of a Book
Year
2007
Authors
Fernanda Figueiredo
(Author)
FEP
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Vandewalle, B.
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Gomes, M.I.
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Book
Pages: 389-400
ISBN:
978-972-8890-12-4
Scientific classification
FOS:
Natural sciences
Other information
Language:
Portuguese
Type (Professor's evaluation):
Scientific
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Of the same authors
Estimação de viés reduzido de probabilidades de excedência de níveis elevados (2006)
Summary of Presentation in a National Conference
Fernanda Figueiredo; Gomes, M.I.; Vandewalle, B.
Summary of Presentation in a National Conference
Fernanda Figueiredo; Gomes, M.I.; Vandewalle, B.
Reduced bias estimators of high quantiles and small exceedance probabilities for heavy tailed models (2006)
Summary of Presentation in an International Conference
Vandewalle, B.; Fernanda Figueiredo; Gomes, M.I.
Summary of Presentation in an International Conference
Vandewalle, B.; Fernanda Figueiredo; Gomes, M.I.
A Simple Reduced Bias "Maximum Likelihood" Tail Index Estimator. (2006)
Chapter or Part of a Book
Jan Beirlant; Fernanda Figueiredo; Gomes, M.I.; Vandewalle, B.
Chapter or Part of a Book
Jan Beirlant; Fernanda Figueiredo; Gomes, M.I.; Vandewalle, B.
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