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TITLE: A note on Statistics of Extremes for censoring schemes on a heavy right tail
AUTHORS: Gomes, MI ; Neves, MM ;
PUBLISHED: 2010, SOURCE: 32nd International Conference on Information Technology Interfaces, ITI 2010 in Proceedings of the International Conference on Information Technology Interfaces, ITI

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TITLE: A simulation study of invariant second-order reduced-bias extreme value index estimators
AUTHORS: Gomes, MI ; Henriques Rodrigues, L ; Miranda, C ;
PUBLISHED: 2010, SOURCE: 32nd International Conference on Information Technology Interfaces, ITI 2010 in Proceedings of the International Conference on Information Technology Interfaces, ITI

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TITLE: Tail index and second-order parameters' semi-parametric estimation based on the log-excesses Full Text
AUTHORS: Ivette I Gomes ; Ligia Henriques Rodrigues ; Hugo Pereira; Dinis Pestana ;
PUBLISHED: 2010, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 80, ISSUE: 6

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TITLE: A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator Full Text
AUTHORS: Ivette I Gomes ; Dinis Pestana ; Frederico Caeiro ;
PUBLISHED: 2009, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 79, ISSUE: 3

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TITLE: Finite Sample Behaviour of the Mixed Moment Estimator in Dependent Frameworks Full Text
AUTHORS: Ivette I Gomes ; Cristina C Miranda;
PUBLISHED: 2009, SOURCE: 31st International Conference on Information Technology Interfaces in PROCEEDINGS OF THE ITI 2009 31ST INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY INTERFACES

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