Frederico Caeiro

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Person:347138

Available identifiers

zbMath Open caeiro.fredericoMaRDI QIDQ347138

List of research outcomes

PublicationDate of PublicationType
Reduced bias estimation of the shape parameter of the log-logistic distribution2023-09-15Paper
Corrected-Hill versus partially reduced-bias value-at-risk estimation2022-07-04Paper
On the comparison of several classical estimators of the extreme value index2022-05-25Paper
Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications2022-03-01Paper
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application2022-02-23Paper
https://portal.mardi4nfdi.de/entity/Q58568342021-03-29Paper
https://portal.mardi4nfdi.de/entity/Q51420542020-12-29Paper
https://portal.mardi4nfdi.de/entity/Q32953572020-07-08Paper
https://portal.mardi4nfdi.de/entity/Q32953942020-07-08Paper
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model2020-04-01Paper
Reduced‐bias kernel estimators of a positive extreme value index2020-02-12Paper
Revisiting the maximum likelihood estimation of a positive extreme value index2019-08-28Paper
A Class of Semi-parametric Probability Weighted Moment Estimators2019-01-09Paper
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators2018-11-23Paper
https://portal.mardi4nfdi.de/entity/Q52727152017-07-04Paper
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework2016-11-30Paper
A location-invariant probability weighted moment estimation of the Extreme Value Index2016-05-06Paper
A Log Probability Weighted Moment Estimator of Extreme Quantiles2016-01-11Paper
A Semi-parametric Estimator of a Shape Second-Order Parameter2015-07-08Paper
Refined Estimation of a Light Tail: An Application to Environmental Data2014-11-19Paper
https://portal.mardi4nfdi.de/entity/Q29216112014-10-13Paper
https://portal.mardi4nfdi.de/entity/Q54151302014-05-10Paper
Semi-parametric probability-weighted moments estimation revisited2014-04-14Paper
An asymptotically unbiased moment estimator of a negative extreme value index2011-03-25Paper
Semi-parametric second-order reduced-bias high quantile estimation2011-01-22Paper
Semi-parametric tail inference through probability-weighted moments2010-11-19Paper
Reduced-Bias Tail Index Estimators Under a Third-Order Framework2009-06-09Paper
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator2009-03-04Paper
https://portal.mardi4nfdi.de/entity/Q53030702009-01-15Paper
A new class of estimators of a ``scale second order parameter2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q34340692007-04-23Paper
Bias reduction of a tail index estimator through an external estimation of the second-order parameter2005-02-21Paper
https://portal.mardi4nfdi.de/entity/Q44315582003-10-22Paper
A class of asymptotically unbiased semi-parametric estimators of the tail index.2003-05-18Paper
Improvements in the estimation of the Weibull tail coefficient -- a comparative study0001-01-03Paper

Research outcomes over time


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