Fernanda Figueiredo

Available identifiers

Publication	Date of Publication	Type
Reliable alternative ways to manage the risk of extreme events	2024-10-08	Paper
Corrected-Hill versus partially reduced-bias value-at-risk estimation	2022-07-04	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/Q3295371	2020-07-08	Paper
Monitoring the process variability using STATIS	2020-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q5215616	2020-02-12	Paper
Modeling extreme events: sample fraction adaptive choice in parameter estimation	2019-08-28	Paper
Resampling methodologies and reliable tail estimation	2018-10-10	Paper
Value-at-risk estimation and the PORT mean-of-order-\(p\) methodology	2017-09-18	Paper
Adaptive estimation of heavy right tails: resampling-based methods in action	2016-01-25	Paper
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation	2013-03-21	Paper
Equilibrium price distribution with directed technical change	2010-08-18	Paper
Improved reduced-bias tail index and quantile estimators	2008-03-28	Paper
Bias reduction in risk modelling: semi-parametric quantile estimation	2007-05-25	Paper
Asymptotically best linear unbiased tail estimators under a second-order regular variation condition	2005-08-22	Paper
The total median in statistical quality control	2005-05-20	Paper
Bias reduction of a tail index estimator through an external estimation of the second-order parameter	2005-02-21	Paper

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