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2008
Subsampling techniques and the Jackknife methodology in the estimation of the extremal index
Gomes, M. Ivette
;
Hall, Andreia
;
Miranda, M. Cristina
article
4-May-2007
Reduced-bias tail index estimation and the jackknife methodology
Gomes, M. Ivette
;
Miranda, M. Cristina
;
Viseu, Clara
article
26-Dec-2007
Revisiting the role of the jackknife methodology in the estimation of a positive tail index
Gomes, M. Ivette
;
Pereira, Hugo
;
Miranda, M. Cristina
article
Jun-2009
Finite sample behaviour of the mixed moment estimator in dependent frameworks
Gomes, M. Ivette
;
Miranda, M. Cristina
conferenceObject
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Author
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Gomes, M. Ivette
1
Hall, Andreia
1
Pereira, Hugo
1
Viseu, Clara
Subject
2
Semi-parametric estimation
2
Statistics of extremes
1
Dependent models
1
Extremal index
1
Extreme value theory
1
Heavy tails
1
Heavytails
1
Jackknife methodology
1
Mixed moment estimator
1
Monte Carlo Simulation
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2009
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2007