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Tail Index Estimation: Reducing Bias and confidence Intervals Coverage Errors.
Title
Tail Index Estimation: Reducing Bias and confidence Intervals Coverage Errors.
Type
Article in International Conference Proceedings Book
Year
2013
Authors
Fernanda Figueiredo
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FEP
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M. Ivette Gomes
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M. Fátima Brilhante
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M. Manuela Neves
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Conference proceedings International
Pages: 68-71
Extremes in Vimeiro Today
http://www.ceaul.fc.ul.pt/files/evt2013_bookabst_online.pdf
Scientific classification
FOS:
Natural sciences
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Language:
English
Type (Professor's evaluation):
Scientific
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