PORT estimation of parameters of extreme events through generalized means (2017)
- Authors:
- Autor USP: RODRIGUES, LIGIA CARLA PINTO HENRIQUES JORGE - IME
- Unidade: IME
- Subjects: DISTRIBUIÇÕES DE EXTREMOS; ESTIMAÇÃO SEMIPARAMÉTRICA; MÉTODOS MCMC
- Keywords: extreme value theory; generalized means; heavy tails
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Book of abstracts
- Conference titles: International Conference on Extreme Value Analysis - EVA
-
ABNT
GOMES, M. Ivette e FIGUEIREDO, Fernanda e HENRIQUES-RODRIGUES, Lígia. PORT estimation of parameters of extreme events through generalized means. 2017, Anais.. Bethesda: IMS, 2017. Disponível em: https://repositorio-aberto.up.pt/handle/10216/106428. Acesso em: 24 abr. 2024. -
APA
Gomes, M. I., Figueiredo, F., & Henriques-Rodrigues, L. (2017). PORT estimation of parameters of extreme events through generalized means. In Book of abstracts. Bethesda: IMS. Recuperado de https://repositorio-aberto.up.pt/handle/10216/106428 -
NLM
Gomes MI, Figueiredo F, Henriques-Rodrigues L. PORT estimation of parameters of extreme events through generalized means [Internet]. Book of abstracts. 2017 ;[citado 2024 abr. 24 ] Available from: https://repositorio-aberto.up.pt/handle/10216/106428 -
Vancouver
Gomes MI, Figueiredo F, Henriques-Rodrigues L. PORT estimation of parameters of extreme events through generalized means [Internet]. Book of abstracts. 2017 ;[citado 2024 abr. 24 ] Available from: https://repositorio-aberto.up.pt/handle/10216/106428 - Location-invariant reduced-bias tail index estimation under a third-order framework
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