Approximation by penultimate extreme value distributions
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- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Scaling of high-quantile estimators
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- Penultimate limiting forms in extreme value theory
- Approximation of the distribution of excesses through a generalized probability-weighted moments method
- Modeling of maximum precipitation using maximal generalized extreme value distribution
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- On large deviation for extremes.
- Penultimate approximations in extreme value theory
- Tail index estimation with a fixed tuning parameter fraction
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter
- An interview with Ivette Gomes
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
- Censoring estimators of a positive tail index
- Reduced‐bias tail index estimation and the jackknife methodology
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Predicting the Number of Future Events
- Penultimate approximations in statistics of extremes and reliability of large coherent systems
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- scientific article; zbMATH DE number 7148146 (Why is no real title available?)
- A simple second-order reduced bias’ tail index estimator
- Penultimate versus ultimate in statistical theory of extremes. A simulation study
- scientific article; zbMATH DE number 4003248 (Why is no real title available?)
- Penultimate approximation for the excesses
- Two-Moment Approximations for Maxima
- A class of asymptotically unbiased semi-parametric estimators of the tail index.
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
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