| Publication | Date of Publication | Type |
|---|
| The role of resampling methods and generalized means in extreme value theory | 2026-04-27 | Paper |
Meta-analysis of genuine and fake p-values
Journal of Statistical Theory and Practice | 2025-07-10 | Paper |
SPECIAL ISSUE LinStat: a new proposal for robust estimation of the extremal index
Journal of Statistical Computation and Simulation | 2025-06-26 | Paper |
The arithmetic of laws of probability
Boletim da Sociedade Portuguesa de Matemática | 2025-04-28 | Paper |
| Reliable alternative ways to manage the risk of extreme events | 2024-10-08 | Paper |
The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
Communications in Mathematics | 2024-08-23 | Paper |
Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators
Statistica Neerlandica | 2024-07-16 | Paper |
Improvements in the estimation of the Weibull tail coefficient: a comparative study
Mathematical Methods in the Applied Sciences | 2024-06-27 | Paper |
Limit laws for the maximum values of a class of strong mixing discrete random variables
Publicacions. Secciò de Matemàtiques | 2024-04-22 | Paper |
Extreme Value Theory and Statistics of Univariate Extremes: A Review
International Statistical Review | 2023-11-10 | Paper |
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
Journal of Statistical Theory and Practice | 2022-07-15 | Paper |
Corrected-Hill versus partially reduced-bias value-at-risk estimation
Communications in Statistics. Simulation and Computation | 2022-07-04 | Paper |
On the comparison of several classical estimators of the extreme value index
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Lehmer's mean-of-order-\(p\) extreme value index estimation: a simulation study and applications
Journal of Applied Statistics | 2022-03-01 | Paper |
Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
| Non-reduced versus reduced-bias estimators of the extreme value index -- efficiency and robustness | 2021-03-29 | Paper |
| Revisiting rates of convergence and penultimate approximations for extremes | 2021-02-08 | Paper |
| A couple of non reduced bias generalized means in extreme value theory: an asymptotic comparison | 2020-12-29 | Paper |
| Efficiency of partially reduced-bias mean-of-order-\(p\) versus minimum-variance reduced-bias extreme value index estimation | 2020-07-08 | Paper |
| scientific article; zbMATH DE number 7219013 (Why is no real title available?) | 2020-07-08 | Paper |
| scientific article; zbMATH DE number 7218994 (Why is no real title available?) | 2020-07-08 | Paper |
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
| Modeling risk of extreme events in generalized Verhulst models | 2019-12-18 | Paper |
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters
Applied Stochastic Models in Business and Industry | 2019-09-17 | Paper |
Estimation of a scale second-order parameter related to the PORT methodology
Journal of Statistical Theory and Practice | 2019-08-28 | Paper |
Revisiting the maximum likelihood estimation of a positive extreme value index
Journal of Statistical Theory and Practice | 2019-08-28 | Paper |
Modeling extreme events: sample fraction adaptive choice in parameter estimation
Journal of Statistical Theory and Practice | 2019-08-28 | Paper |
A class of semi-parametric probability weighted moment estimators
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
Adaptive PORT-MVRB estimation of the extreme value index
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
| Resampling methodologies and reliable tail estimation | 2018-10-10 | Paper |
Erratum to: ``Competitive estimation of the extreme value index''.
Statistics & Probability Letters | 2017-10-06 | Paper |
| Mean-of-order-p location-invariant extreme value index estimation | 2017-09-18 | Paper |
| Value-at-risk estimation and the PORT mean-of-order-p methodology | 2017-09-18 | Paper |
| Threshold selection in extreme value analysis | 2017-07-04 | Paper |
A simple generalisation of the Hill estimator
Computational Statistics and Data Analysis | 2017-06-29 | Paper |
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
Extremes | 2016-11-30 | Paper |
Competitive estimation of the extreme value index
Statistics & Probability Letters | 2016-09-08 | Paper |
| scientific article; zbMATH DE number 6607889 (Why is no real title available?) | 2016-07-29 | Paper |
New Reduced-bias Estimators of a Positive Extreme Value Index
Communications in Statistics. Simulation and Computation | 2016-07-14 | Paper |
A location-invariant probability weighted moment estimation of the Extreme Value Index
International Journal of Computer Mathematics | 2016-05-06 | Paper |
The latest advances on the Hill estimator and its modifications
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Adaptive estimation of heavy right tails: resampling-based methods in action
Extremes | 2016-01-25 | Paper |
Randomly stopped \(k\)th order statistics
Springer Proceedings in Mathematics & Statistics | 2016-01-11 | Paper |
A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators
Springer Proceedings in Mathematics & Statistics | 2016-01-11 | Paper |
A semi-parametric estimator of a shape second-order parameter
New Advances in Statistical Modeling and Applications | 2015-07-08 | Paper |
The MOP EVI-estimator revisited
New Advances in Statistical Modeling and Applications | 2015-07-08 | Paper |
Resampling methodologies in the field of statistics of univariate extremes
New Advances in Statistical Modeling and Applications | 2015-07-08 | Paper |
| PORT-estimation of a shape second-order parameter | 2015-06-12 | Paper |
Corrections
Journal of the American Statistical Association | 2015-05-29 | Paper |
Penultimate approximations in statistics of extremes and reliability of large coherent systems
Methodology and Computing in Applied Probability | 2015-04-16 | Paper |
Refined estimation of a light tail: an application to environmental data
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
High quantile estimation and the PORT methodology
REVSTAT | 2014-10-22 | Paper |
Statistics of extremes in athletics
REVSTAT | 2014-10-22 | Paper |
An overview and open research topics in statistics of univariate extremes
REVSTAT | 2014-10-13 | Paper |
On an extreme value version of the Birnbaum-Saunders distribution
REVSTAT | 2014-10-13 | Paper |
| scientific article; zbMATH DE number 6293619 (Why is no real title available?) | 2014-05-10 | Paper |
Semi-parametric probability-weighted moments estimation revisited
Methodology and Computing in Applied Probability | 2014-04-14 | Paper |
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
Journal of Statistical Computation and Simulation | 2013-11-15 | Paper |
Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation
Journal of Statistical Computation and Simulation | 2013-03-21 | Paper |
A simple generalisation of the Hill estimator
Computational Statistics and Data Analysis | 2013-01-01 | Paper |
Adaptive reduced-bias tail index and VaR estimation via the bootstrap methodology
Communications in Statistics: Theory and Methods | 2011-11-18 | Paper |
Reduced-bias location-invariant extreme value index estimation: a simulation study
Communications in Statistics. Simulation and Computation | 2011-07-13 | Paper |
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
Discussiones Mathematicae Probability and Statistics | 2011-03-25 | Paper |
An asymptotically unbiased moment estimator of a negative extreme value index
Discussiones Mathematicae Probability and Statistics | 2011-03-25 | Paper |
Mixed moment estimator and location invariant alternatives
Extremes | 2011-02-22 | Paper |
Semi-parametric second-order reduced-bias high quantile estimation
Test | 2011-01-22 | Paper |
Semi-parametric tail inference through probability-weighted moments
Journal of Statistical Planning and Inference | 2010-11-19 | Paper |
Tail index and second-order parameters' semi-parametric estimation based on the log-excesses
Journal of Statistical Computation and Simulation | 2010-09-17 | Paper |
Subsampling techniques and the jackknife methodology in the estimation of the extremal index
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
Reduced-Bias Tail Index Estimators Under a Third-Order Framework
Communications in Statistics: Theory and Methods | 2009-06-09 | Paper |
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
Statistics & Probability Letters | 2009-03-04 | Paper |
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
Extremes | 2009-02-28 | Paper |
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
Extremes | 2009-02-28 | Paper |
| scientific article; zbMATH DE number 5492169 (Why is no real title available?) | 2009-01-15 | Paper |
| A note on second order conditions in extreme value theory: linking general and heavy tail conditions | 2008-11-24 | Paper |
PORT Hill and Moment Estimators for Heavy-Tailed Models
Communications in Statistics. Simulation and Computation | 2008-09-30 | Paper |
Asymptotic comparison of the mixed moment and classical extreme value index estimators
Statistics & Probability Letters | 2008-04-28 | Paper |
A heuristic adaptive choice of the threshold for bias-corrected Hill estimators
Journal of Statistical Computation and Simulation | 2008-04-10 | Paper |
Improved reduced-bias tail index and quantile estimators
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
A new class of estimators of a ``scale'' second order parameter
Extremes | 2007-12-16 | Paper |
| Peaks over random threshold methodology for tail index and high quantile estimation | 2007-12-04 | Paper |
| Improvements in the estimation of a heavy tail | 2007-12-04 | Paper |
A simple second-order reduced bias’ tail index estimator
Journal of Statistical Computation and Simulation | 2007-11-14 | Paper |
A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
Journal of the American Statistical Association | 2007-09-18 | Paper |
Reduced‐bias tail index estimation and the jackknife methodology
Statistica Neerlandica | 2007-09-13 | Paper |
Bias reduction in risk modelling: semi-parametric quantile estimation
Test | 2007-05-25 | Paper |
Averages of Hill estimators
Test | 2007-05-25 | Paper |
| Direct reduction of bias of the classical Hill estimator | 2007-04-23 | Paper |
Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
Journal of Statistical Planning and Inference | 2005-08-22 | Paper |
| scientific article; zbMATH DE number 2171263 (Why is no real title available?) | 2005-05-23 | Paper |
The total median in statistical quality control
Applied Stochastic Models in Business and Industry | 2005-05-20 | Paper |
Joint exceedances of the ARCH process
Journal of Applied Probability | 2005-04-18 | Paper |
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
Statistics | 2005-02-21 | Paper |
Bias reduction and explicit semi-parametric estimation of the tail index
Journal of Statistical Planning and Inference | 2004-09-08 | Paper |
A new class of semi-parametric estimators of the second order parameter.
Portugaliae Mathematica. Nova Série | 2004-06-22 | Paper |
Maximum likelihood revisited under a semi-parametric context - estimation of the tail index
Journal of Statistical Computation and Simulation | 2004-05-18 | Paper |
``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
Extremes | 2004-03-16 | Paper |
Semi-parametric estimation of the second order parameter in statistics of extremes
Extremes | 2004-03-16 | Paper |
Censoring estimators of a positive tail index
Statistics & Probability Letters | 2004-02-14 | Paper |
| scientific article; zbMATH DE number 1995697 (Why is no real title available?) | 2003-10-22 | Paper |
The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
Extremes | 2003-10-22 | Paper |
How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events
Communications in Statistics. Simulation and Computation | 2003-10-19 | Paper |
Generalized jackknife semi-parametric estimators of the tail index
Portugaliae Mathematica. Nova Série | 2003-09-22 | Paper |
A class of asymptotically unbiased semi-parametric estimators of the tail index.
Test | 2003-05-18 | Paper |
| scientific article; zbMATH DE number 1848216 (Why is no real title available?) | 2003-01-01 | Paper |
Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
Extremes | 2002-01-30 | Paper |
Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
Journal of Statistical Planning and Inference | 2001-07-25 | Paper |
Some results on the behaviour of hill's estimator
Journal of Statistical Computation and Simulation | 2000-08-24 | Paper |
| scientific article; zbMATH DE number 1458914 (Why is no real title available?) | 2000-06-14 | Paper |
| scientific article; zbMATH DE number 1458913 (Why is no real title available?) | 2000-06-14 | Paper |
Approximation by penultimate extreme value distributions
Extremes | 2000-05-24 | Paper |
Statistical choice of extreme value domains of attraction — a comparative analysis
Communications in Statistics: Theory and Methods | 1997-11-11 | Paper |
| scientific article; zbMATH DE number 4106060 (Why is no real title available?) | 1989-01-01 | Paper |
Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model
Computational Statistics and Data Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4007475 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4003248 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4044943 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4020202 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3996882 (Why is no real title available?) | 1986-01-01 | Paper |
Penultimate versus ultimate in statistical theory of extremes. A simulation study
Computational Statistics and Data Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3888676 (Why is no real title available?) | 1985-01-01 | Paper |
Concomitants and linear estimators in an i-dimensional extremal model
Trabajos de Estadistica y de Investigacion Operativa | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3888728 (Why is no real title available?) | 1984-01-01 | Paper |
Penultimate limiting forms in extreme value theory
Annals of the Institute of Statistical Mathematics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3761223 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3956095 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3727286 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3486834 (Why is no real title available?) | 1974-01-01 | Paper |
Improvements in the estimation of the Weibull tail coefficient -- a comparative study
(available as arXiv preprint) | N/A | Paper |
