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Lígia Henriques-Rodrigues
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2020 – today
- 2022
- [j7]Frederico Caeiro
, Lígia Henriques-Rodrigues
The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient. Comput. Math. Methods 2022: 1-12 (2022) - [j6]Lígia Henriques-Rodrigues
Box-Cox Transformations and Bias Reduction in Extreme Value Theory. Comput. Math. Methods 2022: 1-15 (2022) - 2020
- [j5]Frederico Caeiro
Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study. Comput. Math. Methods 2(4) (2020) - [j4]M. Ivette Gomes
Corrected-Hill versus partially reduced-bias value-at-risk estimation. Commun. Stat. Simul. Comput. 49(4): 867-885 (2020)
2010 – 2019
- 2019
- [j3]Frederico Caeiro
A simple class of reduced bias kernel estimators of extreme value parameters. Comput. Math. Methods 1(3) (2019) - 2016
- [j2]Frederico Caeiro
A location-invariant probability weighted moment estimation of the Extreme Value Index. Int. J. Comput. Math. 93(4): 676-695 (2016) - 2011
- [j1]M. Ivette Gomes
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study. Commun. Stat. Simul. Comput. 40(3): 424-447 (2011)
2000 – 2009
- 2008
- [c1]M. Ivette Gomes
A semi-parameter estimator of a "scale" second order parameter based upon the log-excesses. ITI 2008: 329-334
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