11
TITLE: Extremal index blocks estimator: the threshold and the block size choice
AUTHORS: Gomes, DP ; Neves, MM;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15
INDEXED IN: Scopus WOS CrossRef: 6
IN MY: ORCID
12
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
13
TITLE: Resampling procedures for a more reliable extremal index estimation
AUTHORS: Prata Gomes, D ; Neves, MM;
PUBLISHED: 2020, SOURCE: Data Analysis and Applications 4: Financial Data Analysis and Methods, VOLUME: 6
INDEXED IN: Scopus CrossRef
14
TITLE: Modelling (and forecasting) extremes in time series: A naive approach
AUTHORS: M.Manuela Neves; Clara Cordeiro ;
PUBLISHED: 2020, SOURCE: XXXIII Congresso da Sociedade Portuguesa de Estatística, Lisboa, 18-21 Outubro 2017
INDEXED IN: Handle
15
TITLE: Testing conditions and estimating parameters in extreme value theory: Application to environmental data  Full Text
AUTHORS: Sandra C D Nunes ; Helena A C F d A Penalva; Dora P Gomes; Maria M Neves;
PUBLISHED: 2019, SOURCE: REVSTAT, VOLUME: 17, ISSUE: 2
INDEXED IN: Handle
16
TITLE: Revisiting Resampling Methods in the Extremal Index Estimation: Improving Risk Assessment
AUTHORS: Prata Gomes, D ; Neves, MM;
PUBLISHED: 2018, SOURCE: Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling
INDEXED IN: CrossRef
IN MY: ORCID
17
TITLE: Statistical modelling in time series extremes: an overview and new steps
AUTHORS: Manuela Neves; Clara Cordeiro ;
PUBLISHED: 2014, SOURCE: 21st International Conference on Computational Statistics, COMPSTAT 2014 in Proceedings of COMPSTAT 2014 - 21st International Conference on Computational Statistics
INDEXED IN: Scopus
19
TITLE: Topics in data analysis using R in extreme value theory  Full Text
AUTHORS: Penalva, P; Neves, M; Nunes, S ;
PUBLISHED: 2013, SOURCE: Metodoloski Zvezki, VOLUME: 10, ISSUE: 1
INDEXED IN: Scopus Handle
IN MY: ORCID
20
TITLE: Tail Index Estimation: Reducing Bias and confidence Intervals Coverage Errors.
AUTHORS: Fernanda Figueiredo; M. Ivette Gomes; M. Fátima Brilhante; M. Manuela Neves;
PUBLISHED: 2013
INDEXED IN: Handle
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