Bootstrap methods in statistics of extremes (2016)
- Authors:
- Autor USP: RODRIGUES, LIGIA CARLA PINTO HENRIQUES JORGE - IME
- Unidade: IME
- DOI: 10.1002/9781118650318.ch6
- Subjects: INFERÊNCIA PARAMÉTRICA; ESTATÍSTICA
- Keywords: bootstrap methodology; semiparametric estimation; statistics of extremes
- Language: Inglês
- Imprenta:
- Source:
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
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ABNT
GOMES, M. Ivette et al. Bootstrap methods in statistics of extremes. Extreme events in finance: a handbook of extreme value theory and its applications. Tradução . Hoboken: Wiley, 2016. . Disponível em: https://doi.org/10.1002/9781118650318.ch6. Acesso em: 27 fev. 2026. -
APA
Gomes, M. I., Caeiro, F., Henriques-Rodrigues, L., & Manjunat, B. G. (2016). Bootstrap methods in statistics of extremes. In Extreme events in finance: a handbook of extreme value theory and its applications. Hoboken: Wiley. doi:10.1002/9781118650318.ch6 -
NLM
Gomes MI, Caeiro F, Henriques-Rodrigues L, Manjunat BG. Bootstrap methods in statistics of extremes [Internet]. In: Extreme events in finance: a handbook of extreme value theory and its applications. Hoboken: Wiley; 2016. [citado 2026 fev. 27 ] Available from: https://doi.org/10.1002/9781118650318.ch6 -
Vancouver
Gomes MI, Caeiro F, Henriques-Rodrigues L, Manjunat BG. Bootstrap methods in statistics of extremes [Internet]. In: Extreme events in finance: a handbook of extreme value theory and its applications. Hoboken: Wiley; 2016. [citado 2026 fev. 27 ] Available from: https://doi.org/10.1002/9781118650318.ch6 - PORT estimation of parameters of extreme events through generalized means
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Informações sobre o DOI: 10.1002/9781118650318.ch6 (Fonte: oaDOI API)
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