Frederico Caeiro

Available identifiers

zbMath Open caeiro.fredericoMaRDI QIDQ347138

List of research outcomes

Publication	Date of Publication	Type
Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators	2024-07-16	Paper
Improvements in the estimation of the Weibull tail coefficient: a comparative study	2024-06-27	Paper
Reduced bias estimation of the shape parameter of the log-logistic distribution	2023-09-15	Paper
Corrected-Hill versus partially reduced-bias value-at-risk estimation	2022-07-04	Paper
On the comparison of several classical estimators of the extreme value index	2022-05-25	Paper
Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications	2022-03-01	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
https://portal.mardi4nfdi.de/entity/Q5856834	2021-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q5142054	2020-12-29	Paper
https://portal.mardi4nfdi.de/entity/Q3295357	2020-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3295394	2020-07-08	Paper
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model	2020-04-01	Paper
Reduced‐bias kernel estimators of a positive extreme value index	2020-02-12	Paper
Revisiting the maximum likelihood estimation of a positive extreme value index	2019-08-28	Paper
A Class of Semi-parametric Probability Weighted Moment Estimators	2019-01-09	Paper
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators	2018-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q5272715	2017-07-04	Paper
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework	2016-11-30	Paper
A location-invariant probability weighted moment estimation of the Extreme Value Index	2016-05-06	Paper
A Log Probability Weighted Moment Estimator of Extreme Quantiles	2016-01-11	Paper
A Semi-parametric Estimator of a Shape Second-Order Parameter	2015-07-08	Paper
Refined Estimation of a Light Tail: An Application to Environmental Data	2014-11-19	Paper
An overview and open research topics in statistics of univariate extremes	2014-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q5415130	2014-05-10	Paper
Semi-parametric probability-weighted moments estimation revisited	2014-04-14	Paper
An asymptotically unbiased moment estimator of a negative extreme value index	2011-03-25	Paper
Semi-parametric second-order reduced-bias high quantile estimation	2011-01-22	Paper
Semi-parametric tail inference through probability-weighted moments	2010-11-19	Paper
Reduced-Bias Tail Index Estimators Under a Third-Order Framework	2009-06-09	Paper
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator	2009-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q5303070	2009-01-15	Paper
A new class of estimators of a ``scale second order parameter	2007-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q3434069	2007-04-23	Paper
Bias reduction of a tail index estimator through an external estimation of the second-order parameter	2005-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q4431558	2003-10-22	Paper
A class of asymptotically unbiased semi-parametric estimators of the tail index.	2003-05-18	Paper
Improvements in the estimation of the Weibull tail coefficient -- a comparative study	N/A	Paper

Research outcomes over time

This page was built for person: Frederico Caeiro