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Frederico Almeida Gião Gonçalves Caeiro
AuthID:
R-000-5F1
Publications
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Document Source:
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Document Type:
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Article (33)
Proceedings Paper (22)
Book Chapter (14)
Editorial Material (4)
Book (2)
Review (1)
Article in Press (1)
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Confirmed Publications: 77
71
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
INDEXED IN:
Scopus
WOS
CrossRef
:
23
IN MY:
ORCID
|
ResearcherID
|
CIÊNCIAVITAE
72
TITLE:
Reduced-Bias Tail Index Estimators Under a Third-Order Framework
Full Text
AUTHORS:
Frederico Caeiro
;
Ivette I Gomes
;
Ligia Henriques Rodrigues
;
PUBLISHED:
2009
,
SOURCE:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,
VOLUME:
38,
ISSUE:
7
INDEXED IN:
Scopus
WOS
CrossRef
:
45
IN MY:
ORCID
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ResearcherID
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CIÊNCIAVITAE
73
TITLE:
Semi-parametric second-order reduced-bias high quantile estimation
Full Text
AUTHORS:
Frederico Caeiro
;
Ivette I Gomes
;
PUBLISHED:
2009
,
SOURCE:
TEST,
VOLUME:
18,
ISSUE:
2
INDEXED IN:
Scopus
WOS
CrossRef
:
13
IN MY:
ORCID
|
ResearcherID
|
CIÊNCIAVITAE
74
TITLE:
MINIMUM-VARIANCE REDUCED-BIAS TAIL INDEX AND HIGH QUANTILE ESTIMATION
Full Text
AUTHORS:
Frederico Caeiro
;
Ivette I Gomes
;
PUBLISHED:
2008
,
SOURCE:
56th Session of the International-Statistical-Institute
in
REVSTAT-STATISTICAL JOURNAL,
VOLUME:
6,
ISSUE:
1
INDEXED IN:
WOS
IN MY:
ORCID
|
CIÊNCIAVITAE
75
TITLE:
A new class of estimators of a "scale" second order parameter
Full Text
AUTHORS:
Caeiro, F
;
Gomes, MI
;
PUBLISHED:
2006
,
SOURCE:
Extremes,
VOLUME:
9,
ISSUE:
3-4
INDEXED IN:
Scopus
CrossRef
:
35
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CIÊNCIAVITAE
76
TITLE:
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
Full Text
AUTHORS:
Gomes, MI
;
Caeiro, F
;
Figueiredo, F
;
PUBLISHED:
2004
,
SOURCE:
STATISTICS,
VOLUME:
38,
ISSUE:
6
INDEXED IN:
Scopus
WOS
CrossRef
:
24
IN MY:
ORCID
|
ResearcherID
|
CIÊNCIAVITAE
77
TITLE:
A class of asymptotically unbiased semi-parametric estimators of the tall index
Full Text
AUTHORS:
Caeiro, F
;
Gomes, MI
;
PUBLISHED:
2002
,
SOURCE:
TEST,
VOLUME:
11,
ISSUE:
2
INDEXED IN:
Scopus
WOS
CrossRef
:
22
IN MY:
ORCID
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ResearcherID
|
CIÊNCIAVITAE
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