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
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
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
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
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
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
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
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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