A New Class of Reduced-Bias Generalized Hill Estimators
Henriques-Rodrigues, Lígia, Caeiro, Frederico, Gomes, M. Ivette
Published in Mathematics (Basel) (01.09.2024)
Published in Mathematics (Basel) (01.09.2024)
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Journal Article
Reduced bias estimation of the shape parameter of the log-logistic distribution
Caeiro, Frederico, Mateus, Ayana
Published in Journal of computational and applied mathematics (15.01.2024)
Published in Journal of computational and applied mathematics (15.01.2024)
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Journal Article
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
Gomes, M. Ivette, Pestana, Dinis, Caeiro, Frederico
Published in Statistics & probability letters (01.02.2009)
Published in Statistics & probability letters (01.02.2009)
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Journal Article
On the comparison of several classical estimators of the extreme value index
Cabral, Ivanilda, Caeiro, Frederico, Gomes, M. Ivette
Published in Communications in statistics. Theory and methods (02.01.2022)
Published in Communications in statistics. Theory and methods (02.01.2022)
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Journal Article
A Couple of Non Reduced Bias Generalized Means in Extreme Value Theory
Helena Penalva, M. Ivette Gomes, Frederico Caeiro, M. Manuela Neves
Published in Revstat (01.08.2020)
Published in Revstat (01.08.2020)
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Journal Article
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient
Caeiro, Frederico, Henriques-Rodrigues, Lígia, Gomes, M. Ivette
Published in Computational and mathematical methods (26.06.2022)
Published in Computational and mathematical methods (26.06.2022)
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Journal Article
Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications
Penalva, Helena, Gomes, M. Ivette, Caeiro, Frederico, Neves, M. Manuela
Published in Journal of applied statistics (17.11.2020)
Published in Journal of applied statistics (17.11.2020)
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Journal Article
Reduced‐bias kernel estimators of a positive extreme value index
Caeiro, Frederico, Henriques‐Rodrigues, Lígia
Published in Mathematical methods in the applied sciences (30.11.2019)
Published in Mathematical methods in the applied sciences (30.11.2019)
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Journal Article
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
Gomes, M. Ivette, Caeiro, Frederico, Figueiredo, Fernanda, Henriques-Rodrigues, Lígia, Pestana, Dinis
Published in Journal of statistical computation and simulation (02.07.2020)
Published in Journal of statistical computation and simulation (02.07.2020)
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Journal Article
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
Caeiro, Frederico, Gomes, M. Ivette, Beirlant, Jan, de Wet, Tertius
Published in Extremes (Boston) (01.12.2016)
Published in Extremes (Boston) (01.12.2016)
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Journal Article
Semi-parametric tail inference through probability-weighted moments
Caeiro, Frederico, Ivette Gomes, M.
Published in Journal of statistical planning and inference (01.02.2011)
Published in Journal of statistical planning and inference (01.02.2011)
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Journal Article