The following pages link to M. Ivette Gomes (Q175447):
Displayed 50 items.
- An asymptotically unbiased moment estimator of a negative extreme value index (Q3084952) (← links)
- Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? (Q3084954) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
- (Q3221169) (← links)
- (Q3221204) (← links)
- (Q3295357) (← links)
- (Q3295371) (← links)
- (Q3295394) (← links)
- Concomitants and linear estimators in an i-dimensional extremal model (Q3357369) (← links)
- (Q3434069) (← links)
- Randomly Stopped $${\varvec{k}}$$th Order Statistics (Q3459683) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760) (← links)
- (Q3540680) (← links)
- Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- (Q3725243) (← links)
- (Q3757174) (← links)
- (Q3763394) (← links)
- (Q3782595) (← links)
- (Q3830364) (← links)
- (Q3915698) (← links)
- (Q3943835) (← links)
- (Q4069613) (← links)
- Some results on the behaviour of hill's estimator (Q4262904) (← links)
- Statistical choice of extreme value domains of attraction — a comparative analysis (Q4337157) (← links)
- How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
- (Q4431558) (← links)
- Maximum likelihood revisited under a semi-parametric context - estimation of the tail index (Q4460625) (← links)
- (Q4485556) (← links)
- (Q4485557) (← links)
- Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
- A Class of Semi-parametric Probability Weighted Moment Estimators (Q4644980) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- Joint exceedances of the ARCH process (Q4668009) (← links)
- The total median in statistical quality control (Q4676866) (← links)
- (Q4678814) (← links)
- (Q4687071) (← links)
- (Q4723038) (← links)
- (Q4728001) (← links)
- (Q4785359) (← links)
- A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- (Q5142054) (← links)