Author

Name:
Dinis Pestana
Educations:
Ph D: U Sheffield, Probability and Statistics, 1979
Bachelor: U Lisbon, Mathematics, 1973
e-mail:
dinis.pestana@fc.ul.pt
URL:
http://www.deio.fc.ul.pt/ficha_pessoal/ficha_dinis-pestana.php
Article 1:

A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
Ivette Gomes, Dinis Pestana
Journal Of The American Statistical Association, vol. 102, 2007, p. 280-292.

Back