Bootstrap methods in statistics of extremes (2016)
Gomes, M. Ivette; Caeiro, Frederico; Henriques-Rodrigues, Lígia 
; Manjunat, B. G
Source: Extreme events in finance: a handbook of extreme value theory and its applications. Unidade: IME
Subjects: INFERÊNCIA PARAMÉTRICA, ESTATÍSTICA
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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: 06 jul. 2024.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.ch6NLM
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 2024 jul. 06 ] Available from: https://doi.org/10.1002/9781118650318.ch6Vancouver
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 2024 jul. 06 ] Available from: https://doi.org/10.1002/9781118650318.ch6
