Ana Maria Santos Ferreira Gorjão Henriques
AuthID: R-000-17V
11
TITLE: Extreme Value Theory
AUTHORS: Laurens de Haan; Ana Ferreira;
PUBLISHED: 2006, SOURCE: Springer Series in Operations Research and Financial Engineering
AUTHORS: Laurens de Haan; Ana Ferreira;
PUBLISHED: 2006, SOURCE: Springer Series in Operations Research and Financial Engineering
12
TITLE: On maximum likelihood estimation of the extreme value index
AUTHORS: Laurens de Haan; Ana Ferreira; Holger Drees;
PUBLISHED: 2004, SOURCE: Ann. Appl. Probab. - The Annals of Applied Probability, VOLUME: 14, ISSUE: 3
AUTHORS: Laurens de Haan; Ana Ferreira; Holger Drees;
PUBLISHED: 2004, SOURCE: Ann. Appl. Probab. - The Annals of Applied Probability, VOLUME: 14, ISSUE: 3
13
TITLE: On optimising the estimation of high quantiles of a probability distribution Full Text
AUTHORS: Ferreira*,†, A; de Haan*, L; Peng¶, L;
PUBLISHED: 2003, SOURCE: Statistics, VOLUME: 37, ISSUE: 5
AUTHORS: Ferreira*,†, A; de Haan*, L; Peng¶, L;
PUBLISHED: 2003, SOURCE: Statistics, VOLUME: 37, ISSUE: 5