Location-invariant reduced-bias tail index estimation under a third-order framework (2018)
- Authors:
- Autor USP: RODRIGUES, LIGIA CARLA PINTO HENRIQUES JORGE - IME
- Unidade: IME
- DOI: 10.1080/15598608.2017.1342577
- Subjects: INFERÊNCIA NÃO PARAMÉTRICA; TEORIA ASSINTÓTICA; MÉTODOS MCMC
- Keywords: asymptotic properties; heavy tails; location/scale invariant estimation; PORT methodology; second-order parameters; semiparametric estimation; statistics of extremes
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Journal of Statistical Theory and Practice
- ISSN: 1559-8608
- Volume/Número/Paginação/Ano: v. 12, n. 2, p. 206-230, 2018
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
HENRIQUES-RODRIGUES, Lígia e GOMES, M. Ivette. Location-invariant reduced-bias tail index estimation under a third-order framework. Journal of Statistical Theory and Practice, v. 12, n. 2, p. 206-230, 2018Tradução . . Disponível em: https://doi.org/10.1080/15598608.2017.1342577. Acesso em: 24 abr. 2024. -
APA
Henriques-Rodrigues, L., & Gomes, M. I. (2018). Location-invariant reduced-bias tail index estimation under a third-order framework. Journal of Statistical Theory and Practice, 12( 2), 206-230. doi:10.1080/15598608.2017.1342577 -
NLM
Henriques-Rodrigues L, Gomes MI. Location-invariant reduced-bias tail index estimation under a third-order framework [Internet]. Journal of Statistical Theory and Practice. 2018 ; 12( 2): 206-230.[citado 2024 abr. 24 ] Available from: https://doi.org/10.1080/15598608.2017.1342577 -
Vancouver
Henriques-Rodrigues L, Gomes MI. Location-invariant reduced-bias tail index estimation under a third-order framework [Internet]. Journal of Statistical Theory and Practice. 2018 ; 12( 2): 206-230.[citado 2024 abr. 24 ] Available from: https://doi.org/10.1080/15598608.2017.1342577 - Bootstrap methods in statistics of extremes
- Swimming performance index based on extreme value theory
- Competitive estimation of the extreme value index
- Reduced‐bias kernel estimators of a positive extreme value index
- Mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison
- Resampling-based methodologies in statistics of extremes: environmental and financial applications
- Corrected-Hill versus partially reduced-bias value-at-risk estimation
- Adaptive estimation for light-tailed models
- PORT estimation of parameters of extreme events through generalized means
- Generalized means and peaks over random thresholds value-at-risk estimation
Informações sobre o DOI: 10.1080/15598608.2017.1342577 (Fonte: oaDOI API)
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