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
Articles 2:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

A Sturdy Reduced Bias Extreme Quantile (VaR) Estimator: Correction 22.66
Ivette Gomes, Dinis Pestana
Journal Of The American Statistical Association, vol. 104, 2009, p. 872-0.

A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator 22.66
Ivette Gomes, Dinis Pestana
Journal Of The American Statistical Association, vol. 102, 2007, p. 280-292.

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