Lígia Henriques-Rodrigues

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Person:310652

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zbMath Open henriques-rodrigues.ligiaMaRDI QIDQ310652

List of research outcomes

PublicationDate of PublicationType
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation2022-07-15Paper
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application2022-02-23Paper
Reduced‐bias kernel estimators of a positive extreme value index2020-02-12Paper
Estimation of a scale second-order parameter related to the PORT methodology2019-08-28Paper
Adaptive PORT-MVRB Estimation of the Extreme Value Index2019-01-09Paper
Erratum to: ``Competitive estimation of the extreme value index.2017-10-06Paper
https://portal.mardi4nfdi.de/entity/Q53578662017-09-18Paper
https://portal.mardi4nfdi.de/entity/Q53578832017-09-18Paper
Competitive estimation of the extreme value index2016-09-08Paper
A location-invariant probability weighted moment estimation of the Extreme Value Index2016-05-06Paper
https://portal.mardi4nfdi.de/entity/Q52551682015-06-12Paper
Refined Estimation of a Light Tail: An Application to Environmental Data2014-11-19Paper
https://portal.mardi4nfdi.de/entity/Q29254372014-10-22Paper
https://portal.mardi4nfdi.de/entity/Q29254502014-10-22Paper
https://portal.mardi4nfdi.de/entity/Q54151312014-05-10Paper
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms2013-11-15Paper
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation2013-03-21Paper
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study2011-07-13Paper
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?2011-03-25Paper
Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses2010-09-17Paper
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses2009-06-10Paper
Reduced-Bias Tail Index Estimators Under a Third-Order Framework2009-06-09Paper
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold2009-02-28Paper

Research outcomes over time


Doctoral students

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