Person:310652

Available identifiers

zbMath Open henriques-rodrigues.ligiaMaRDI QIDQ310652

List of research outcomes

Publication	Date of Publication	Type
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation	2022-07-15	Paper
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application	2022-02-23	Paper
Reduced‐bias kernel estimators of a positive extreme value index	2020-02-12	Paper
Estimation of a scale second-order parameter related to the PORT methodology	2019-08-28	Paper
Adaptive PORT-MVRB Estimation of the Extreme Value Index	2019-01-09	Paper
Erratum to: ``Competitive estimation of the extreme value index.	2017-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q5357866	2017-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q5357883	2017-09-18	Paper
Competitive estimation of the extreme value index	2016-09-08	Paper
A location-invariant probability weighted moment estimation of the Extreme Value Index	2016-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q5255168	2015-06-12	Paper
Refined Estimation of a Light Tail: An Application to Environmental Data	2014-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q2925437	2014-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q2925450	2014-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q5415131	2014-05-10	Paper
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms	2013-11-15	Paper
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation	2013-03-21	Paper
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study	2011-07-13	Paper
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?	2011-03-25	Paper
Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses	2010-09-17	Paper
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses	2009-06-10	Paper
Reduced-Bias Tail Index Estimators Under a Third-Order Framework	2009-06-09	Paper
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold	2009-02-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lígia Henriques-Rodrigues