Ligia Carla Pinto Henriques Jorge Rodrigues
AuthID: R-000-95C
21
TITLE: Generalized means and peaks over random thresholds value-at-risk estimation
AUTHORS: M. Ivette Gomes; Fernanda Figueiredo; Ligia H Rodrigues;
PUBLISHED: 2017
AUTHORS: M. Ivette Gomes; Fernanda Figueiredo; Ligia H Rodrigues;
PUBLISHED: 2017
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Handle22
TITLE: A location-invariant probability weighted moment estimation of the Extreme Value Index Full Text
AUTHORS: Frederico Caeiro ; Ivette Gomes, MI; Ligia Henriques Rodrigues;
PUBLISHED: 2016, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 93, ISSUE: 4
AUTHORS: Frederico Caeiro ; Ivette Gomes, MI; Ligia Henriques Rodrigues;
PUBLISHED: 2016, SOURCE: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, VOLUME: 93, ISSUE: 4
23
TITLE: Competitive estimation of the extreme value index Full Text
AUTHORS: Ivette I Gomes; Ligia Henriques Rodrigues;
PUBLISHED: 2016, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 117
AUTHORS: Ivette I Gomes; Ligia Henriques Rodrigues;
PUBLISHED: 2016, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 117
24
TITLE: Mean-of-order-p location-invariant extreme value index estimation
AUTHORS: Gomes, MI; Henriques Rodrigues, L; Manjunath, BG;
PUBLISHED: 2016, SOURCE: Revstat Statistical Journal, VOLUME: 14, ISSUE: 3
AUTHORS: Gomes, MI; Henriques Rodrigues, L; Manjunath, BG;
PUBLISHED: 2016, SOURCE: Revstat Statistical Journal, VOLUME: 14, ISSUE: 3
INDEXED IN: 
Scopus
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ORCID
ORCID25
TITLE: MEAN-OF-ORDER-p LOCATION-INVARIANT EXTREME VALUE INDEX ESTIMATION Full Text
AUTHORS: Ivette I Gomes; Ligia Henriques Rodrigues; Manjunath, BG;
PUBLISHED: 2016, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 14, ISSUE: 3
AUTHORS: Ivette I Gomes; Ligia Henriques Rodrigues; Manjunath, BG;
PUBLISHED: 2016, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 14, ISSUE: 3
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ORCID26
TITLE: Bootstrap Methods in Statistics of Extremes
AUTHORS: Gomes, MI; Caeiro, F ; Henriques Rodrigues, L; Manjunath, BG;
PUBLISHED: 2016, SOURCE: Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications
AUTHORS: Gomes, MI; Caeiro, F ; Henriques Rodrigues, L; Manjunath, BG;
PUBLISHED: 2016, SOURCE: Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications
27
TITLE: Estimation of a Scale Second-Order Parameter Related to the PORT Methodology
AUTHORS: Henriques Rodrigues, L; Gomes, MI; Manjunath, BG;
PUBLISHED: 2015, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 9, ISSUE: 3
AUTHORS: Henriques Rodrigues, L; Gomes, MI; Manjunath, BG;
PUBLISHED: 2015, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 9, ISSUE: 3
INDEXED IN: Scopus WOS
Scopus WOS IN MY: ORCID
ORCID28
TITLE: Resampling-Based Methodologies in Statistics of Extremes: Environmental and Financial Applications
AUTHORS: Ivette Gomes, MI; Ligia Henriques Rodrigues; Fernanda Figueiredo ;
PUBLISHED: 2015, SOURCE: International Conference on and Advanced School Planet Earth, Mathematics of Energy and Climate Change (MECC) in MATHEMATICS OF ENERGY AND CLIMATE CHANGE
AUTHORS: Ivette Gomes, MI; Ligia Henriques Rodrigues; Fernanda Figueiredo ;
PUBLISHED: 2015, SOURCE: International Conference on and Advanced School Planet Earth, Mathematics of Energy and Climate Change (MECC) in MATHEMATICS OF ENERGY AND CLIMATE CHANGE
29
TITLE: PORT-ESTIMATION OF A SHAPE SECOND-ORDER PARAMETER Full Text
AUTHORS: Ligia Henriques Rodrigues; Ivette I Gomes; Isabel Fraga F Alves; Claudia Neves;
PUBLISHED: 2014, SOURCE: REVSTAT-Statistical Journal, VOLUME: 12, ISSUE: 3
AUTHORS: Ligia Henriques Rodrigues; Ivette I Gomes; Isabel Fraga F Alves; Claudia Neves;
PUBLISHED: 2014, SOURCE: REVSTAT-Statistical Journal, VOLUME: 12, ISSUE: 3
INDEXED IN: WOS
WOS IN MY: ORCID
ORCID30
TITLE: Port-estimation of a shape second-order parameter
AUTHORS: Henriques Rodrigues, L; Ivette Gomes, M; Isabel Fraga Alves, M; Neves, C;
PUBLISHED: 2014, SOURCE: Revstat Statistical Journal, VOLUME: 12, ISSUE: 3
AUTHORS: Henriques Rodrigues, L; Ivette Gomes, M; Isabel Fraga Alves, M; Neves, C;
PUBLISHED: 2014, SOURCE: Revstat Statistical Journal, VOLUME: 12, ISSUE: 3
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID