The following pages link to M. Ivette Gomes (Q175447):
Displayed 24 items.
- (Q5149797) (← links)
- Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters (Q5194975) (← links)
- (Q5206129) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
- Corrections (Q5252182) (← links)
- (Q5255168) (← links)
- Resampling Methodologies in the Field of Statistics of Univariate Extremes (Q5261863) (← links)
- A Semi-parametric Estimator of a Shape Second-Order Parameter (Q5261871) (← links)
- The MOP EVI-Estimator Revisited (Q5261872) (← links)
- (Q5272715) (← links)
- (Q5303070) (← links)
- A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator (Q5307705) (← links)
- (Q5357866) (← links)
- (Q5357883) (← links)
- (Q5415131) (← links)
- A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
- (Q5429800) (← links)
- (Q5429809) (← links)
- A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
- (Q5856834) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
- Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology (Q5954055) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)