Ligia Carla Pinto Henriques Jorge Rodrigues
AuthID: R-000-95C
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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
INDEXED IN:
WOS
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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
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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
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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
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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
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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
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TITLE: Peaks over random threshold asymptotically best linear estimation of the extreme value index
AUTHORS: Lígia Henriques Rodrigues; Ivette I Gomes;
PUBLISHED: 2014, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
AUTHORS: Lígia Henriques Rodrigues; Ivette I Gomes;
PUBLISHED: 2014, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
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TITLE: Adaptive PORT-MVRB estimation of the extreme value index
AUTHORS: Ivette I Gomes; Lígia Henriques Rodrigues;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
AUTHORS: Ivette I Gomes; Lígia Henriques Rodrigues;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
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TITLE: A note on the port methodology in the estimation of a shape second-order parameter
AUTHORS: Henriques-Rodrigues L.; Ivette I Gomes;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
AUTHORS: Henriques-Rodrigues L.; Ivette I Gomes;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
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TITLE: Refined estimation of a light tail: An application to environmental data
AUTHORS: Gomes, MI; Henriques Rodrigues, L; Caeiro, F ;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
AUTHORS: Gomes, MI; Henriques Rodrigues, L; Caeiro, F ;
PUBLISHED: 2013, SOURCE: Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies