M. Isabel Fraga Alves

Available identifiers

zbMath Open fraga-alves.m-isabelMaRDI QIDQ222455

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5093367	2022-07-26	Paper
Forecasting value-at-risk with a duration-based POT method	2021-02-15	Paper
Improved Shape Parameter Estimation in a Discrete Weibull Model	2019-01-09	Paper
DPOT Methodology: An Application to Value-at-Risk	2019-01-09	Paper
A general estimator for the right endpoint with an application to supercentenarian women's records	2017-07-25	Paper
Fitting tails affected by truncation	2017-05-16	Paper
Tail fitting for truncated and non-truncated Pareto-type distributions	2017-02-08	Paper
An interview with Ivette Gomes	2015-12-08	Paper
Estimation of the finite right endpoint in the Gumbel domain	2015-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q5255168	2015-06-12	Paper
How Far Can Man Go?	2014-11-19	Paper
Extreme value statistics for truncated Pareto-type distributions	2014-10-15	Paper
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms	2013-11-15	Paper
A new class of independence tests for interval forecasts evaluation	2012-12-30	Paper
Mixed moment estimator and location invariant alternatives	2011-02-22	Paper
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions	2009-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q5303077	2009-01-15	Paper
A test procedure for detecting super-heavy tails	2008-12-08	Paper
Reiss and Thomas' automatic selection of the number of extremes	2008-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3540680	2008-11-24	Paper
PORT Hill and Moment Estimators for Heavy-Tailed Models	2008-09-30	Paper
Third order extended regular variation	2008-07-02	Paper
https://portal.mardi4nfdi.de/entity/Q5429809	2007-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q5429800	2007-12-04	Paper
Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes	2007-10-10	Paper
The contribution of the maximum to the sum of excesses for testing max-domains of attraction	2006-05-29	Paper
A location invariant Hill-type estimator	2004-11-24	Paper
A new class of semi-parametric estimators of the second order parameter.	2004-06-22	Paper
Weiss-Hill estimator	2002-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4705808	2001-06-19	Paper
Statistical choice of extreme value domains of attraction — a comparative analysis	1997-11-11	Paper
Estimation of the tail parameter in the domain of attraction of an extremal distribution	1995-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q4014968	1992-10-27	Paper

Research outcomes over time

This page was built for person: M. Isabel Fraga Alves