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The role of jacknife and bootstrap methodologies in reliable reduced-bias tail index estimation.
Title
The role of jacknife and bootstrap methodologies in reliable reduced-bias tail index estimation.
Type
Article in International Conference Proceedings Book
Year
2013
Authors
Fernanda Figueiredo
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M. Fátima Brilhante
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M. Ivette Gomes
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M. Manuela Neves
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Conference proceedings International
Title:
Symposium on Recent Advances in Extreme Value Theory
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Pages: 59-62
Symposium on Recent Advances in Extreme Value Theory (honoring Ross Leadbetter)
Scientific classification
FOS:
Natural sciences
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Language:
English
Type (Professor's evaluation):
Scientific
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Reduced-bias estimation: jacknife and bootstrap methodologies in action. (2013)
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Tail Index Estimation: Reducing Bias and confidence Intervals Coverage Errors. (2013)
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