21
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
22
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
24
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
25
TITLE: A Note on Robust Estimation of the Extremal Index
AUTHORS: Gomes, MI; Cristina, M; Souto de Miranda, M;
PUBLISHED: 2020, SOURCE: 4th Conference of the International Society for Nonparametric Statistics, ISNPS 2018 in Springer Proceedings in Mathematics and Statistics, VOLUME: 339
INDEXED IN: Scopus CrossRef: 1
IN MY: ORCID
26
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
27
TITLE: Discussion of "Birnbaum-Saunders distribution: A review of models, analysis, and applications" and a novel financial extreme value data analytics from natural disasters
AUTHORS: Leiva, V; Lillo, C; Gomes, MI; Ferreira, M;
PUBLISHED: 2019, SOURCE: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, VOLUME: 35, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef Handle
IN MY: ORCID
28
TITLE: MODELING RISK OF EXTREME EVENTS IN GENERALIZED VERHULST MODELS  Full Text
AUTHORS: Fatima Brilhante, MF; Ivette Gomes, MI; Finis Pestana;
PUBLISHED: 2019, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 17, ISSUE: 2
INDEXED IN: WOS
29
TITLE: Modeling risk of extreme events in generalized verhulst models
AUTHORS: Brilhante, MF; Ivette, M;
PUBLISHED: 2019, SOURCE: Revstat Statistical Journal, VOLUME: 17, ISSUE: 2
INDEXED IN: Scopus
IN MY: ORCID
30
TITLE: Sir Pinski rides again
AUTHORS: Gomes, MI; Pestana, D; Pestana, P;
PUBLISHED: 2019, SOURCE: 4th International Conference on Chaotic Modeling and Simulation, CHAOS 2011 in CHAOS 2011 - 4th Chaotic Modeling and Simulation International Conference, Proceedings
INDEXED IN: Scopus Handle
IN MY: ORCID
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