Maria Ivette Leal de Carvalho Gomes
AuthID: R-000-BSR
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
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
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
AUTHORS: Helena Penalva; Ivette Gomes, MI; Frederico Caeiro ; Manuela Neves, MM;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15
23
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
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
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
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
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
AUTHORS: Caeiro, F ; Henriques Rodrigues, L; Gomes, MI; Cabral, I;
PUBLISHED: 2020, SOURCE: COMPUTATIONAL AND MATHEMATICAL METHODS, VOLUME: 2, ISSUE: 4
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
AUTHORS: Leiva, V; Lillo, C; Gomes, MI; Ferreira, M;
PUBLISHED: 2019, SOURCE: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, VOLUME: 35, ISSUE: 1
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
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
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
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