English, Article edition: Semi-parametric second-order reduced-bias high quantile estimation Frederico Caeiro; M. Gomes

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Bookmark: http://trove.nla.gov.au/version/7860
Physical Description
  • article
Language
  • English

Edition details

Title
  • Semi-parametric second-order reduced-bias high quantile estimation
Author
  • Frederico Caeiro
  • M. Gomes
Physical Description
  • article
Notes
  • Heavy tails, High quantiles, Semi-parametric estimation, Statistics of extremes, 62G32, 62E20, 65C05,
  • RePEc:spr:testjl:v:18:y:2009:i:2:p:392-413
Language
  • English
Contributed by
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