Semi-parametric second-order reduced-bias high quantile estimation
| Year of publication: |
2009
|
|---|---|
| Authors: | Caeiro, Frederico ; Gomes, M. |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 18.2009, 2, p. 392-413
|
| Publisher: |
Springer |
| Subject: | Heavy tails | High quantiles | Semi-parametric estimation | Statistics of extremes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005004341