@inbook{6149582ae39b4c6dbe2e61ce1c037d26,

title = "Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators",

abstract = "In this chapter we are interested in the asymptotic comparison of a set of semi-parametric minimum-variance reduced-bias tail-index estimators, at optimal levels and for a wide class of models. Again, as in the classical case, there is not any estimator that can always dominate the alternatives, but interesting clear-cut patterns are found. Consequently, and in practice, a suitable choice of a set of tail-index estimators will jointly enable us to better estimate the tail index, the primary parameter of extreme events.",

author = "Caeiro, {Frederico Almeida Gi{\~a}o Gon{\c c}alves}",

note = "Em minha opini{\~a}o esta publica{\c c}{\~a}o devia ser considerada como {"}proceeding{"} e n{\~a}o como {"}book-chapter{"}: s{\~a}o comunica{\c c}{\~o}es de confer{\^e}ncia. Esta publica{\c c}{\~a}o tamb{\'e}m pode ser considerada {"}Book chapter{"}. J{\'a} vi publica{\c c}{\~o}es semelhantes categorizadas, por exemplo, na SCOPUS, como {"}Book Chapter{"}. Salima Rehemtula",

year = "2013",

month = jan,

day = "1",

language = "Unknown",

isbn = "978-3-642-34903-4 / 978-3-642-34904-1",

series = "Studies in Theoretical and Applied Statistics",

publisher = "Springer Berlin Heidelberg",

pages = "83--91",

editor = "da Silva and Jo{\~a}o Lita and Frederico Caeiro and Isabel Nat{\'a}rio and Braumman, {Carlos A.}",

booktitle = "Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications",

}