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Frederico Almeida Gião Gonçalves Caeiro
AuthID:
R-000-5F1
Publications
Confirmed
To Validate
Document Source:
All
Document Type:
All Document Types
Article (33)
Proceedings Paper (22)
Book Chapter (14)
Editorial Material (4)
Book (2)
Review (1)
Article in Press (1)
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Order:
Year Dsc
Year Asc
Cit. WOS Dsc
IF WOS Dsc
Cit. Scopus Dsc
IF Scopus Dsc
Title Asc
Title Dsc
Results:
10
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50
Confirmed Publications: 77
21
TITLE:
A new class of estimators for the shape parameter of a Pareto model
AUTHORS:
Mateus, A
;
Caeiro, F
;
PUBLISHED:
2021
,
SOURCE:
COMPUTATIONAL AND MATHEMATICAL METHODS,
VOLUME:
3,
ISSUE:
2
INDEXED IN:
Scopus
WOS
CrossRef
:
1
IN MY:
ORCID
|
CIÊNCIAVITAE
22
TITLE:
A COUPLE OF NON REDUCED BIAS GENERALIZED MEANS IN EXTREME VALUE THEORY: AN ASYMPTOTIC COMPARISON
Full Text
AUTHORS:
Penalva, H;
Gomes, MI
;
Caeiro, F
;
Neves, MM
;
PUBLISHED:
2020
,
SOURCE:
REVSTAT-STATISTICAL JOURNAL,
VOLUME:
18,
ISSUE:
3
INDEXED IN:
Scopus
WOS
IN MY:
ORCID
|
CIÊNCIAVITAE
23
TITLE:
Corrected-Hill versus partially reduced-bias value-at-risk estimation
Full Text
AUTHORS:
Ivette I Gomes
;
Frederico Caeiro
;
Fernanda Figueiredo
;
Lgia Henriques Rodrigues
;
Dinis Pestana
;
PUBLISHED:
2020
,
SOURCE:
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,
VOLUME:
49,
ISSUE:
4
INDEXED IN:
Scopus
WOS
CrossRef
:
1
IN MY:
ORCID
|
CIÊNCIAVITAE
24
TITLE:
Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications
Full Text
AUTHORS:
Helena Penalva;
Ivette Gomes, MI
;
Frederico Caeiro
;
Manuela Neves, MM
;
PUBLISHED:
2020
,
SOURCE:
JOURNAL OF APPLIED STATISTICS,
VOLUME:
47,
ISSUE:
13-15
INDEXED IN:
Scopus
WOS
CrossRef
:
5
IN MY:
ORCID
|
CIÊNCIAVITAE
25
TITLE:
Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study
AUTHORS:
Caeiro, F
;
Henriques Rodrigues, L
;
Gomes, MI
; Cabral, I;
PUBLISHED:
2020
,
SOURCE:
COMPUTATIONAL AND MATHEMATICAL METHODS,
VOLUME:
2,
ISSUE:
4
INDEXED IN:
Scopus
WOS
CrossRef
:
2
IN MY:
ORCID
|
CIÊNCIAVITAE
26
TITLE:
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
Full Text
AUTHORS:
Ivette I Gomes
;
Frederico Caeiro
;
Fernanda Figueiredo
;
Ligia Henriques Rodrigues
;
Dinis Pestana
;
PUBLISHED:
2020
,
SOURCE:
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,
VOLUME:
90,
ISSUE:
10
INDEXED IN:
Scopus
WOS
CrossRef
:
2
IN MY:
ORCID
|
CIÊNCIAVITAE
27
TITLE:
A simple class of reduced bias kernel estimators of extreme value parameters
AUTHORS:
Caeiro, F
;
Henriques Rodrigues, L
;
Gomes, DP
;
PUBLISHED:
2019
,
SOURCE:
COMPUTATIONAL AND MATHEMATICAL METHODS,
VOLUME:
1,
ISSUE:
3
INDEXED IN:
Scopus
WOS
CrossRef
IN MY:
ORCID
|
CIÊNCIAVITAE
28
TITLE:
Reduced-bias kernel estimators of a positive extreme value index
Full Text
AUTHORS:
Frederico Caeiro
;
Ligia Henriques Rodrigues
;
PUBLISHED:
2019
,
SOURCE:
MATHEMATICAL METHODS IN THE APPLIED SCIENCES,
VOLUME:
42,
ISSUE:
17
INDEXED IN:
Scopus
WOS
CrossRef
IN MY:
ORCID
|
CIÊNCIAVITAE
29
TITLE:
Empirical Power Study of the Jackson Exponentiality Test
AUTHORS:
Caeiro, F
;
Mateus, A
;
PUBLISHED:
2018
,
SOURCE:
Springer Series on Demographic Methods and Population Analysis,
VOLUME:
46
INDEXED IN:
Scopus
CrossRef
:
1
IN MY:
ORCID
30
TITLE:
Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test
AUTHORS:
Ayana Mateus
;
Frederico Caeiro
;
PUBLISHED:
2018
,
SOURCE:
Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling
INDEXED IN:
CrossRef
IN MY:
ORCID
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