Lígia Henriques-Rodrigues

Available identifiers

zbMath Open henriques-rodrigues.ligiaMaRDI QIDQ310652

List of research outcomes

Publication	Date of Publication	Type
Reliable alternative ways to manage the risk of extreme events	2024-10-08	Paper
Improvements in the estimation of the Weibull tail coefficient: a comparative study	2024-06-27	Paper
Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation	2022-07-15	Paper
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application	2022-02-23	Paper
Reduced‐bias kernel estimators of a positive extreme value index	2020-02-12	Paper
Estimation of a scale second-order parameter related to the PORT methodology	2019-08-28	Paper
Adaptive PORT-MVRB Estimation of the Extreme Value Index	2019-01-09	Paper
Erratum to: ``Competitive estimation of the extreme value index.	2017-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q5357866	2017-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q5357883	2017-09-18	Paper
Competitive estimation of the extreme value index	2016-09-08	Paper
A location-invariant probability weighted moment estimation of the Extreme Value Index	2016-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q5255168	2015-06-12	Paper
Refined Estimation of a Light Tail: An Application to Environmental Data	2014-11-19	Paper
High quantile estimation and the PORT methodology	2014-10-22	Paper
Statistics of extremes in athletics	2014-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q5415131	2014-05-10	Paper
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms	2013-11-15	Paper
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation	2013-03-21	Paper
Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study	2011-07-13	Paper
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?	2011-03-25	Paper
Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses	2010-09-17	Paper
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses	2009-06-10	Paper
Reduced-Bias Tail Index Estimators Under a Third-Order Framework	2009-06-09	Paper
Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold	2009-02-28	Paper
Improvements in the estimation of the Weibull tail coefficient -- a comparative study	N/A	Paper

Research outcomes over time

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