Generalized jackknife semi-parametric estimators of the tail index.
Gomes, M.Ivette; Martins, M.João; Neves, Manuela
Portugaliae Mathematica. Nova Série (2002)
- Volume: 59, Issue: 4, page 393-408
- ISSN: 0032-5155
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topGomes, M.Ivette, Martins, M.João, and Neves, Manuela. "Generalized jackknife semi-parametric estimators of the tail index.." Portugaliae Mathematica. Nova Série 59.4 (2002): 393-408. <http://eudml.org/doc/50313>.
@article{Gomes2002,
author = {Gomes, M.Ivette, Martins, M.João, Neves, Manuela},
journal = {Portugaliae Mathematica. Nova Série},
keywords = {extremes; semi-parametric estimation; generalized jackknife},
language = {eng},
number = {4},
pages = {393-408},
publisher = {European Mathematical Society Publishing House},
title = {Generalized jackknife semi-parametric estimators of the tail index.},
url = {http://eudml.org/doc/50313},
volume = {59},
year = {2002},
}
TY - JOUR
AU - Gomes, M.Ivette
AU - Martins, M.João
AU - Neves, Manuela
TI - Generalized jackknife semi-parametric estimators of the tail index.
JO - Portugaliae Mathematica. Nova Série
PY - 2002
PB - European Mathematical Society Publishing House
VL - 59
IS - 4
SP - 393
EP - 408
LA - eng
KW - extremes; semi-parametric estimation; generalized jackknife
UR - http://eudml.org/doc/50313
ER -
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