| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7563763 (Why is no real title available?) | 2022-07-26 | Paper |
Forecasting value-at-risk with a duration-based POT method
Mathematics and Computers in Simulation | 2021-02-15 | Paper |
Improved shape parameter estimation in a discrete Weibull model
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
DPOT methodology: an application to value-at-risk
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
A general estimator for the right endpoint with an application to supercentenarian women's records
Extremes | 2017-07-25 | Paper |
A general estimator for the right endpoint with an application to supercentenarian women's records
Extremes | 2017-07-25 | Paper |
Fitting tails affected by truncation
Electronic Journal of Statistics | 2017-05-16 | Paper |
Fitting tails affected by truncation
Electronic Journal of Statistics | 2017-05-16 | Paper |
Tail fitting for truncated and non-truncated Pareto-type distributions
Extremes | 2017-02-08 | Paper |
An interview with Ivette Gomes
Extremes | 2015-12-08 | Paper |
Estimation of the finite right endpoint in the Gumbel domain
STATISTICA SINICA | 2015-10-21 | Paper |
Estimation of the finite right endpoint in the Gumbel domain
STATISTICA SINICA | 2015-10-21 | Paper |
| PORT-estimation of a shape second-order parameter | 2015-06-12 | Paper |
How far can man go?
Advances in Theoretical and Applied Statistics | 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
Journal of Statistical Computation and Simulation | 2013-11-15 | Paper |
A new class of independence tests for interval forecasts evaluation
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Mixed moment estimator and location invariant alternatives
Extremes | 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
Extremes | 2009-02-28 | Paper |
| Testing extreme value conditions -- an overview and recent approaches | 2009-01-15 | Paper |
A test procedure for detecting super-heavy tails
Journal of Statistical Planning and Inference | 2008-12-08 | Paper |
Reiss and Thomas' automatic selection of the number of extremes
Computational Statistics and Data Analysis | 2008-11-26 | 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 |
Third order extended regular variation
Publications de l'Institut Math?matique (Belgrade) | 2008-07-02 | 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 |
Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes
Test | 2007-10-10 | Paper |
The contribution of the maximum to the sum of excesses for testing max-domains of attraction
Journal of Statistical Planning and Inference | 2006-05-29 | Paper |
A location invariant Hill-type estimator
Extremes | 2004-11-24 | Paper |
A new class of semi-parametric estimators of the second order parameter.
Portugaliae Mathematica. Nova Série | 2004-06-22 | Paper |
Weiss-Hill estimator
Test | 2002-02-28 | Paper |
| scientific article; zbMATH DE number 1370372 (Why is no real title available?) | 2001-06-19 | Paper |
Statistical choice of extreme value domains of attraction — a comparative analysis
Communications in Statistics: Theory and Methods | 1997-11-11 | Paper |
Estimation of the tail parameter in the domain of attraction of an extremal distribution
Journal of Statistical Planning and Inference | 1995-07-05 | Paper |
| scientific article; zbMATH DE number 69462 (Why is no real title available?) | 1992-10-27 | Paper |
