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Ligia Carla Pinto Henriques Jorge Rodrigues
AuthID:
R-000-95C
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Article (10)
Proceedings Paper (3)
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Confirmed Publications: 13
11
TITLE:
A semi-parametric estimator of a "Scale" second order parameter based upon the log-excesses
Full Text
AUTHORS:
Ivette I Gomes
;
Ligia Henriques Rodrigues
;
Hugo Pereira
;
Dinis Pestana
;
PUBLISHED:
2008
,
SOURCE:
30th International Conference on Information Technology Interfaces
in
PROCEEDINGS OF THE ITI 2008 30TH INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY INTERFACES
INDEXED IN:
Scopus
WOS
CrossRef
IN MY:
ORCID
12
TITLE:
Tail index estimation for heavy tails: accommodation of bias in the excesses over a high threshold
Full Text
AUTHORS:
Ivette I Gomes
;
Ligia Henriques Rodrigues
;
PUBLISHED:
2008
,
SOURCE:
EXTREMES,
VOLUME:
11,
ISSUE:
3
INDEXED IN:
Scopus
WOS
CrossRef
IN MY:
ORCID
13
TITLE:
Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses
Full Text
AUTHORS:
Ivette I Gomes
;
Laurens de Haan
;
Ligia H Henriques Rodrigues
;
PUBLISHED:
2008
,
SOURCE:
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY,
VOLUME:
70,
ISSUE:
1
INDEXED IN:
Scopus
WOS
CrossRef
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ORCID
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